Some properties of skew-symmetric distributions
Probability
2010-12-22 v1 Statistics Theory
Statistics Theory
Abstract
The family of skew-symmetric distributions is a wide set of probability density functions obtained by combining in a suitable form a few components which are selectable quite freely provided some simple requirements are satisfied. Intense recent work has produced several results for specific sub-families of this construction, but much less is known in general terms. The present paper explores some questions within this framework, and provides conditions on the above-mentioned components to ensure that the final distribution enjoys specific properties.
Keywords
Cite
@article{arxiv.1012.4710,
title = {Some properties of skew-symmetric distributions},
author = {Adelchi Azzalini and Giuliana Regoli},
journal= {arXiv preprint arXiv:1012.4710},
year = {2010}
}