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- Title
Flexible Class of Skew-Symmetric Distributions.
- Authors
Ma, Yanyuan; Genton, Marc G.
- Abstract
We propose a flexible class of skew-symmetric distributions for which the probability density function has the form of a product of a symmetric density and a skewing function. By constructing an enumerable dense subset of skewing functions on a compact set, we are able to consider a family of distributions, which can capture skewness, heavy tails and multimodality systematically. We present three illustrative examples for the fibreglass data, the simulated data from a mixture of two normal distributions and the Swiss bills data.
- Subjects
GAUSSIAN distribution; DISTRIBUTION (Probability theory); DENSITY functionals; DIVISION rings; SYMMETRIC domains; MATHEMATICAL functions
- Publication
Scandinavian Journal of Statistics, 2004, Vol 31, Issue 3, p459
- ISSN
0303-6898
- Publication type
Article
- DOI
10.1111/j.1467-9469.2004.03_007.x