期刊
STATISTICS & PROBABILITY LETTERS
卷 58, 期 2, 页码 111-121出版社
ELSEVIER
DOI: 10.1016/S0167-7152(02)00088-3
关键词
skew-distributions; skew-normal; spherical distributions; elliptical distributions; stochastic representations
The univariate, and multivariate skew-normal distributions have a number of intriguing properties. It is shown here that these hold for a general class of distributions, defined in terms of independence conditions on signs and absolute values. For this class, two stochastic representations become equivalent, one using conditioning on the positivity of a random vector and the other employing a vector of absolute values. General methods for computing moments and for obtaining the density function of a general skew-distribution are given. The case of spherical and elliptical distributions is briefly discussed. (C) 2002 Published by Elsevier Science B.V.
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