Some properties of the unified skew-normal distribution

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dc.contributor.authorArellano-Valle, Reinaldo B.
dc.contributor.authorAzzalini, Adelchi
dc.date.accessioned2025-01-20T22:02:00Z
dc.date.available2025-01-20T22:02:00Z
dc.date.issued2022
dc.description.abstractFor the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number of properties are already known, but many others are not, even some basic ones. The present contribution aims at filling some of the missing gaps. Specifically, the moments up to the fourth order are obtained, and from here the expressions of the Mardia's measures of multivariate skewness and kurtosis. Other results concern the property of log-concavity of the distribution, closure with respect to conditioning on intervals, and a possible alternative parameterization.
dc.description.funderUniversita degli Studi di Padova within the CRUI-CARE Agreement
dc.fuente.origenWOS
dc.identifier.doi10.1007/s00362-021-01235-2
dc.identifier.eissn1613-9798
dc.identifier.issn0932-5026
dc.identifier.urihttps://doi.org/10.1007/s00362-021-01235-2
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/93917
dc.identifier.wosidWOS:000669824700001
dc.issue.numero2
dc.language.isoen
dc.pagina.final487
dc.pagina.inicio461
dc.revistaStatistical papers
dc.rightsacceso restringido
dc.subjectUnified skew-normal distribution
dc.subjectTruncated multivariate normal distribution
dc.subjectMardia's measures of multivariate skewness and kurtosis
dc.subjectLog-concavity
dc.subjectNon-standard conditional distribution
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleSome properties of the unified skew-normal distribution
dc.typeartículo
dc.volumen63
sipa.indexWOS
sipa.trazabilidadWOS;2025-01-12
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