Title of article
Geometric approach to the skewed normal distribution
Author/Authors
Günzel، نويسنده , , Thomas and Richter، نويسنده , , Wolf-Dieter and Scheutzow، نويسنده , , Stefan and Schicker، نويسنده , , Kay and Venz، نويسنده , , John، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
16
From page
3209
To page
3224
Abstract
The representations of the skewed normal distribution given in Propositions 1–4 in Genton (Ed., 2004) are considered here from a unified geometric point of view and are, based upon this, generalized in two respects. On the one hand, the four concrete representations motivate us for a unified and much more general algebraic–geometric representation of the skewed normal distribution (Theorems 1 and 2 as well as Remarks 2 and 3); on the other hand, the mentioned representations are generalized to the elliptically contoured case (Propositions and Corollaries 1c–4c).
Keywords
Skewed normal distribution , Skewed elliptical distribution , Geometric measure representation , Method of indivisibles , intersection percentage function , Stochastic representations
Journal title
Journal of Statistical Planning and Inference
Serial Year
2012
Journal title
Journal of Statistical Planning and Inference
Record number
2222173
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