The multivariate skew-slash distribution

Jing Wang; Marc G. Genton

doi:10.1016/j.jspi.2004.06.023

The multivariate skew-slash distribution

Jing Wang, Marc G. Genton^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

132 Scopus citations

Abstract

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 illustration.

Original language	English (US)
Pages (from-to)	209-220
Number of pages	12
Journal	Journal of Statistical Planning and Inference
Volume	136
Issue number	1
DOIs	https://doi.org/10.1016/j.jspi.2004.06.023
State	Published - Jan 1 2006
Externally published	Yes

Keywords

Cauchy
Configural polysampling
Kurtosis
Multivariate distributions
Skew-normal
Skewness
Slash

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1016/j.jspi.2004.06.023

Cite this

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abstract = "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 illustration.",

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AB - 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 illustration.

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KW - Configural polysampling

KW - Kurtosis

KW - Multivariate distributions

KW - Skew-normal

KW - Skewness

KW - Slash

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JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 1

ER -

The multivariate skew-slash distribution

Abstract

Keywords

ASJC Scopus subject areas

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