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Skewing Around: Relationships Among Classes of Skewed Distributions

  • Barry C. ArnoldEmail author
  • Robert J. Beaver
Article

Abstract

The relationships among normal hidden truncation models, closed skew normal families, fundamental skew normal families and extended skew normal families are explored. The models of Arnold and Beaver in (Test 11(1):7–54, 2002) include all of these absolutely continuous models. Slightly more general absolutely continuous models are available with the label of selection models in Arellano-Valle and Genton (Journal of Multivariate Analysis 96:93–116, 2005). The hidden truncation paradigm provides a convenient description of models that subsumes the full spectrum of these skewed models, including singular and absolutely continuous versions.

Keywords

Hidden truncation Skew-normal families 

AMS 2000 Subject Classification

62H05 62H12 

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Copyright information

© Springer Science+Business Media, LLC 2007

Authors and Affiliations

  1. 1.University of CaliforniaRiversideUSA

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