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On the Unification of Families of Skew‐normal Distributions
Author(s) -
ARELLANOVALLE REINALDO B.,
AZZALINI ADELCHI
Publication year - 2006
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/j.1467-9469.2006.00503.x
Subject(s) - skew , mathematics , unification , extension (predicate logic) , argument (complex analysis) , distribution (mathematics) , multivariate statistics , calculus (dental) , skew normal distribution , pure mathematics , mathematical economics , econometrics , algebra over a field , statistics , mathematical analysis , computer science , medicine , telecommunications , biochemistry , chemistry , dentistry , programming language
. The distribution theory literature connected to the multivariate skew‐normal distribution has grown rapidly in recent years, and a number of extensions and alternative formulations have been put forward. Presently there are various coexisting proposals, similar but not identical, and with rather unclear connections. The aim of this paper is to unify these proposals under a new general formulation, clarifying at the same time their relationships. The final part sketches an extension of the argument to the skew‐elliptical family.