Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions

JOURNAL OF MULTIVARIATE ANALYSIS

卷:81

Article

Jones, MC

关键词: multivariate beta distribution;    multivariate t distribution;    skew normal distribution;    skew t distribution;    transformation;   

DOI  :  10.1006/jmva.2001.1993

来源: Elsevier

【 摘 要 】

We consider a simple general construct, that of marginal replacement in a multivariate distribution, that provides, in particular, an interesting way of producing distributions that have a skew marginal from spherically symmetric starting points. Particular examples include a new multivariate beta distribution and a new multivariate t/skew t distribution, along with Azzalini and colleagues' multivariate skew normal distribution. (C) 2001 Elsevier Science (USA).

【 授权许可】

Free