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The multivariate skew-normal distribution. (English) Zbl 0885.62062
Summary: The paper extends earlier work on the so-called skew-normal distribution, a family of distributions including the normal, but with an extra parameter to regulate skewness. The present work introduces a multivariate parametric family such that the marginal densities are scalar skew-normal, and studies its properties, with special emphasis on the bivariate case.

MSC:
62H05 Characterization and structure theory for multivariate probability distributions; copulas
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