Skew-elliptical distributions and their applications :
General Material Designation
[Book]
Other Title Information
a journey beyond normality /
First Statement of Responsibility
edited by Marc G. Genton
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
396 pages :
Other Physical Details
illustrations ;
Dimensions
24 cm
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 359-376) and index
CONTENTS NOTE
Text of Note
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