Title
A note on the parameterization of multivariate skewed-normal distributions
Date Issued
01 February 2013
Access level
open access
Resource Type
journal article
Author(s)
Martín E.
Arellano-Valle R.
Universidad de Concepcion
Abstract
Azzalini's skew-normal distribution is obtained through a conditional reduction of a multivariate normal distribution parameterized with a correlation matrix. It seems natural that when the parameterization of that multivariate normal distribution is complexified, more flexible skew-normal distributions could be obtained. In this note this specification strategy, previously explored by Azzalini [Scand. J. Stat. 33 (2006) 561-574] among many other authors, is formally analyzed through an identification analysis. © Brazilian Statistical Association, 2012.
Start page
110
End page
115
Volume
27
Issue
1
Language
English
OCDE Knowledge area
Matemáticas Estadísticas, Probabilidad
Scopus EID
2-s2.0-84869795450
Source
Brazilian Journal of Probability and Statistics
ISSN of the container
01030752
Sources of information: Directorio de Producción Científica Scopus