• 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