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Multivariate log-skew-elliptical distributions with applications to precipitation data

✍ Scribed by Yulia V. Marchenko; Marc G. Genton


Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
637 KB
Volume
21
Category
Article
ISSN
1180-4009

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We consider a simple general construct, that of marginal replacement in a multivariate distribution, that provides, in particular, an interesting way of producing distributions that have a skew marginal from spherically symmetric starting points. Particular examples include a new multivariate beta d