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The Skew-normal Distribution and Related Multivariate Families

✍ Scribed by ADELCHI AZZALINI


Book ID
111008742
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
640 KB
Volume
32
Category
Article
ISSN
0303-6898

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This paper provides a uniΓΏed treatment and a Bayesian interpretation of two di erent classes of multivariate skew-normal distributions proposed by Azzalini and Dalla Valle (Biometrika 83 (1996) 715) and Gupta et al. (Tech. Rep., Cimat, Mexico (2001)). We show that the above classes of distributions