The multivariate skew-normal distribution
Open Access
- 1 December 1996
- journal article
- research article
- Published by Oxford University Press (OUP) in Biometrika
- Vol. 83 (4) , 715-726
- https://doi.org/10.1093/biomet/83.4.715
Abstract
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.Keywords
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