Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution

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ID: 298632
2003
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Ranked #121 of 145 articles by views in Journal of the Royal Statistical Society Series B (Statistical Methodology)

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Abstract
Summary A fairly general procedure is studied to perturb a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is sufficiently general to encompass some 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.
Reference Key
openalex_W3121736584 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Adelchi Azzalini, Antonella Capitanio
Journal Journal of the Royal Statistical Society Series B (Statistical Methodology)
Year 2003
DOI
10.1111/1467-9868.00391
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