Definition and probabilistic properties of skew-distributions

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dc.contributor.authorArellano Valle, RB
dc.contributor.authordel Pino, G
dc.contributor.authorSan Martin, E
dc.date.accessioned2024-01-10T12:38:15Z
dc.date.available2024-01-10T12:38:15Z
dc.date.issued2002
dc.description.abstractThe univariate, and multivariate skew-normal distributions have a number of intriguing properties. It is shown here that these hold for a general class of distributions, defined in terms of independence conditions on signs and absolute values. For this class, two stochastic representations become equivalent, one using conditioning on the positivity of a random vector and the other employing a vector of absolute values. General methods for computing moments and for obtaining the density function of a general skew-distribution are given. The case of spherical and elliptical distributions is briefly discussed. (C) 2002 Published by Elsevier Science B.V.
dc.fechaingreso.objetodigital16-04-2024
dc.format.extent11 páginas
dc.fuente.origenWOS
dc.identifier.doi10.1016/S0167-7152(02)00088-3
dc.identifier.eissn1879-2103
dc.identifier.issn0167-7152
dc.identifier.urihttps://doi.org/10.1016/S0167-7152(02)00088-3
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/77011
dc.identifier.wosidWOS:000176873000001
dc.information.autorucMatemática;Arellano R;S/I;58107
dc.information.autorucMatemática;Del Pino G;S/I;99446
dc.information.autorucMatemática;San Martín E;S/I;1001052
dc.issue.numero2
dc.language.isoen
dc.nota.accesoContenido parcial
dc.pagina.final121
dc.pagina.inicio111
dc.publisherELSEVIER
dc.revistaSTATISTICS & PROBABILITY LETTERS
dc.rightsacceso restringido
dc.subjectskew-distributions
dc.subjectskew-normal
dc.subjectspherical distributions
dc.subjectelliptical distributions
dc.subjectstochastic representations
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleDefinition and probabilistic properties of skew-distributions
dc.typeartículo
dc.volumen58
sipa.codpersvinculados58107
sipa.codpersvinculados99446
sipa.codpersvinculados1001052
sipa.indexWOS
sipa.indexScopus
sipa.trazabilidadCarga SIPA;09-01-2024
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