Adcock, Chris and Azzalini, Adelchi (2020) 'A Selective Overview of Skew-Elliptical and Related Distributions and of Their Applications.' Symmetry, 12 (1). p. 118.
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Abstract
Within the context of flexible parametric families of distributions, much work has been dedicated in recent years to the theme of skew-symmetric distributions, or symmetry-modulated distributions, as we prefer to call them. The present contribution constitutes a review of this area, with special emphasis on multivariate skew-elliptical families, which represent the subset with more immediate impact on applications. After providing background information of the distribution theory aspects, we focus on the aspects more relevant for applied work. The exposition is targeted to non-specialists in this domain, although some general knowledge of probability and multivariate statistics is assumed. Given this aim, the mathematical profile is kept to the minimum required.
| Item Type: | Journal Article |
|---|---|
| Keywords: | probability distributions, elliptical distributions, skew-elliptical distributions, flexible parametric distributions |
| SOAS Departments & Centres: | Departments and Subunits > School of Finance & Management |
| ISSN: | 20738994 |
| DOI (Digital Object Identifier): | https://doi.org/10.3390/sym12010118 |
| Date Deposited: | 03 Mar 2021 09:56 |
| URI: | https://eprints.soas.ac.uk/id/eprint/34860 |
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