Corrigendum to: “The centred parametrization for the multivariate skew-normal distribution” [J. Multivariate Anal. 99 (2008) 1362–1382]

Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99(2008) 2234-2250]

Assume that C1, . . . , Ck : [0, 1]d → [0, 1] are copulas. Let gji : [0, 1] → [0, 1] for j = 1, . . . , k, i = 1, . . . , d be functions with the property that each of them is strictly increasing or is identically equal to 1. Suppose that ∏k j=1 gji(v) = v for v ∈ [0, 1], i = 1, . . . , d, and limv→0+0 gij(v) = gji(0) for j = 1, . . . , k, i = 1, . . . , d. Here we consider the two-dimensional ...

The multivariate skew-slash distribution

The slash distribution is often used as a challenging distribution for a statistical procedure. In this article, we define a skewed version of the slash distribution in the multivariate setting and derive several of its properties. The multivariate skew-slash distribution is shown to be easy to simulate from and can therefore be used in simulation studies. We provide various examples for illust...

Screening for a Multivariate Mixture Normal Distribution

On the multivariate Skew-Normal distribution and its scale mixtures

In this paper we study the multivariate skew-normal distribution and its scale mixtures, as extensions of the similar non-skewed distributions. Different parameterizations and some properties are investigated. ∗ Subject Classification: 60E05.

The Multivariate Extended Skew Normal Distribution and Its Quadratic Forms

In this talk, the class of multivariate extended skew normal distributions is introduced. The properties of this class of distributions, such as, the moment generating function, probability density function, conditional probability density functions and independence are discussed. The definition of extended noncentral skew chi-square distribution is given. The necessary and sufficient condition...