相关论文: A new robust class of skew elliptical distribution…

We develop two novel approaches for constructing skewed and bimodal flexible distributions that can effectively generalize classical symmetric distributions. We illustrate the application of introduced techniques by extending normal,…

This article proposes a new class of Real Elliptically Skewed (RESK) distributions and associated clustering algorithms that allow for integrating robustness and skewness into a single unified cluster analysis framework. Non-symmetrically…

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

In environmental studies, many data are typically skewed and it is desired to have a flexible statistical model for this kind of data. In this paper, we study a class of skewed distributions by invoking arguments as described by Ferreira…

We introduce a new broad and exible class of multivariate elliptically symmetric distributions in- cluding the elliptically symmetric logistic and multivariate normal. Various probabilistic properties of the new distribution are studied,…

The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…

A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is general enough to encompass a number of…

A novel yet simple extension of the symmetric logistic distribution is proposed by introducing a skewness parameter. It is shown how the three parameters of the ensuing skew logistic distribution may be estimated using maximum likelihood.…

With the progress of information technology, large amounts of asymmetric, leptokurtic and heavy-tailed data are arising in various fields, such as finance, engineering, genetics and medicine. It is very challenging to model those kinds of…

Health data are often not symmetric to be adequately modeled through the usual normal distributions; most of them exhibit skewed patterns. They can indeed be modeled better through the larger family of skew-normal distributions covering…

Azzalini & Dalla Valle (1996) have recently discussed the multivariate skew-normal distribution which extends the class of normal distributions by the addition of a shape parameter. The first part of the present paper examines further…

This paper describes a new Bayesian interpretation of a class of skew--Student $t$ distributions. We consider a hierarchical normal model with unknown covariance matrix and show that by imposing different restrictions on the parameter…

Analysis of matrix-variate data is becoming increasingly common in the literature, particularly in the field of clustering and classification. It is well-known that real data, including real matrix-variate data, often exhibit high levels of…

Traditional methods for linear regression generally assume that the underlying error distribution, equivalently the distribution of the responses, is normal. Yet, sometimes real life response data may exhibit a skewed pattern, and assuming…

Since its introduction, the skew-$t$ distribution has received much attention in the literature both for the study of theoretical properties and as a model for data fitting in empirical work. A major motivation for this interest is the high…

Skew-elliptical distributions constitute a large class of multivariate distributions that account for both skewness and a variety of tail properties. This class has simpler representations in terms of densities rather than cumulative…

We introduce a general class of continuous univariate distributions with positive support obtained by transforming the class of two-piece distributions. We show that this class of distributions is very flexible, easy to implement, and…

A new family of distributions indexed by the class of matrix variate contoured elliptically distribution is proposed as an extension of some bimatrix variate distributions. The termed \emph{multimatrix variate distributions} open new…

Skewness is a common occurrence in statistical applications. In recent years, various distribution families have been proposed to model skewed data by introducing unequal scales based on the median or mode. However, we argue that the point…

We introduce a new class of multivariate elliptically symmetric distributions including elliptically symmetric logistic distributions and Kotz type distributions. We investigate the various probabilistic properties including marginal…