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

Jones, M. C. (2002). Marginal replacement in multivariate densities, with application to skewing spherically symmetric distributions. Journal of Multivariate Analysis, 81(1) pp. 85–99.

DOI (Digital Object Identifier) Link: https://doi.org/10.1006/jmva.2001.1993
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Abstract

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.

Item Type: Journal Item
Copyright Holders: 2001 Elsevier Science (USA).
ISSN: 0047-259X
Keywords: multivariate beta distribution; multivariate t distribution; skew normal distribution; skew t distribution; transformation
Academic Unit/School: Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
Item ID: 22663
Depositing User: Sarah Frain
Date Deposited: 11 Aug 2010 11:54
Last Modified: 02 May 2018 13:14
URI: http://oro.open.ac.uk/id/eprint/22663
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