Skewing Around: Relationships Among Classes of Skewed Distributions
- 100 Downloads
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.
KeywordsHidden truncation Skew-normal families
AMS 2000 Subject Classification62H05 62H12
Unable to display preview. Download preview PDF.
- R. B. Arellano-Valle, M. D. Branco and M. G. Genton, “A unified view on skewed distributions arising from selections,” Canadian Journal of Statistics vol. 31 pp. 129–150, 2006.Google Scholar
- N. Balakrishnan and R. S. Ambagaspitiya, “On skew-Laplace distributions,” Technical Report, Department of Mathematics and Statistics, McMaster University, Hamilton, ON, Canada, 1994.Google Scholar
- C. Crocetta and N. Loperfido, “On the exact sampling distribution of L-statistics,” Quaderni DSEMS 06-2003, Dipartimento di Scienze Economiche, Mathematiche e Statistiche, Universita di Foggia, 2003a.Google Scholar
- C. Crocetta and N. Loperfido, “Sampling distribution of the Gini index from a skew normal,” Quaderni, DSEMS 07-2003, Dipartimento di Scienze Economiche, Mathematiche e Statistiche, Universita di Foggia, 2003b.Google Scholar
- G. Gonzales-Farias, J. A. Dominguez-Molina, and A. K. Gupta, “The closed skew-normal distribution.” In M. G. Genton (ed.), Skew-elliptical Distributions and Their Applications, chap. 2 pp. 25–42, Chapman and Hall: London, 2004.Google Scholar