多元偏态正态分布

The multivariate skew-normal distribution

Biometrika · 1996
被引 1669 · 同刊同年前 1%
ABS 4

中文导读

将偏态正态分布扩展到多元情形,引入一个多元参数族,其边际密度为标量偏态正态,并重点研究二元情况的性质。

Abstract

The paper extends earlier work on the so-called skew-normal distribution, a family of distributions including the normal, but with an extra parameter to regulate skewness. The present work introduces a multivariate parametric family such that the marginal densities are scalar skew-normal, and studies its properties, with special emphasis on the bivariate case.

统计学计量经济学多元分析概率分布