Recent work on parallel joins and data skew has concentrated on algorithm design without considering the causes and chara.cteristics of data. skew itself. Existming ana.lyt,ic models of skew do not cont.ain enough informat,ion to fully describe data skew in parallel implementations. Because the assumptions made about the nature of skew vary between authors, it is almost impossible to make valid...

Abstract For the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number properties are already known, but many others not, even some basic ones. The present contribution aims at filling missing gaps. Specifically, moments up to fourth order obtained, from here expressions Mardia’s measures skewness kurtosis. Other ...

The empirical distribution of daily returns from financial market variables such as exchange rates, equity prices, and interest rates, is often skewed, having one heavy, and one semiheavy, or more Gaussian-like tail. The NIG distribution, that has two semi-heavy tails, models skewness rather well, but only in cases where the tails are not too heavy. On the other hand, the skew Student’s t-distr...

In many real applications related with Geostatistics, medical imaging and material science, the real observations have asymmetric, and heavy-tailed multivariate distributions. These observations are spatially correlated and they could be modelled by the skew random fields. However, certain statistical analysis problems require giving analytical expectations of some integral geometric characteri...