Document Type
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BL
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Record Number
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591279
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Doc. No
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b420498
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Title & Author
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Skew-elliptical distributions and their applications : : a journey beyond normality /\ edited by Marc G. Genton
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Page. NO
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396 pages :: illustrations ;; 24 cm
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ISBN
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1584884312
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: 9781584884316
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: 9780203492000
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: 0203492005
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Bibliographies/Indexes
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Includes bibliographical references (pages 359-376) and index
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Contents
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I. Theory and inference -- 1. The skew-normal distribution -- 2. The closed skew-normal distribution -- 3. Skew-elliptical distributions -- 4. Generalized skew-normal distributions -- 5. Skew-symmetric and generalized skew-elliptical distributions -- 6. Elliptical models subject to hidden truncation or selective sampling -- 7. From symmetric to asymmetric distributions: A unified approach -- 8. Skewed link models for categorical response data -- 9. Skew-elliptical distributions in Bayesian inference -- II. Applications and case studies -- 10. Bayesian multivariate skewed regression modeling with an application to firm size -- 11. Capital asset pricing for UK stocks under the multivariate skew-normal distribution -- 12. A skew-in-mean GARCH model -- 13. Skew-normality in stochastic frontier analysis -- 14. Coastal flooding and the multivariate skew-t distribution -- 15. Time series analysis with a skewed Kalman filter -- 16. Spatial prediction of rainfall using skew-normal processes -- 17. Shape representation with flexible skew-symmetric distributions -- 18. An astronomical distance determination method using regression with skew-normal errors -- 19. On a Bayesian multivariate survival model with a skewed frailty -- 20. Linear mixed effects models with flexible generalized skew-elliptical random effects
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Subject
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Distribution (Probability theory)
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Subject
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Skew fields
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Subject
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Multivariate analysis
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Subject
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Distribuição elitica
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Subject
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Inferencia Estatistica
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Subject
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Multivariate analyse
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Subject
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Symmetrie
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Subject
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Toepassingen
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Subject
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Verdelingen (statistiek)
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Dewey Classification
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519.2/4
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LC Classification
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QA273.6.S54 2004
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Added Entry
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Genton, Marc G
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