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      On fundamental skew distributions

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      Journal of Multivariate Analysis
      Elsevier BV

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          Most cited references19

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          The multivariate skew-normal distribution

          A Azzalini (1996)
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            Is Open Access

            Distributions generated by perturbation of symmetry with emphasis on a multivariate skew \(t\) distribution

            A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of recent proposals in the literature, variously related to the skew normal distribution. The special case of skew elliptical densities is examined in detail, establishing connections with existing similar work. The final part of the paper specializes further to a form of multivariate skew \(t\) density. Likelihood inference for this distribution is examined, and it is illustrated with numerical examples.
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              On the theory of elliptically contoured distributions

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                Author and article information

                Journal
                Journal of Multivariate Analysis
                Journal of Multivariate Analysis
                Elsevier BV
                0047259X
                September 2005
                September 2005
                : 96
                : 1
                : 93-116
                Article
                10.1016/j.jmva.2004.10.002
                24e4017b-d263-4d87-bfb5-54393adac506
                © 2005

                http://www.elsevier.com/tdm/userlicense/1.0/

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