SKEW-ELLIPTICAL DISTRIBUTIONS AND THEIR APPLICATIONS:
A JOURNEY BEYOND NORMALITY
Genton, M. G. (2004), Skew-Elliptical Distributions and Their Applications: A Journey Beyond Normality, Edited Volume, Chapman & Hall / CRC, Boca Raton, FL, 416 pp.
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Contents (20 chapters)
- Dalla Valle, A. (2004), "The skew-normal distribution," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 3-24.
- González-Farías, G., Domínguez-Molina, J. A. and Gupta, A. K. (2004), "The closed skew-normal distribution," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 25-42.
- Liu, J. and Dey, D. K. (2004), "Skew-elliptical distributions," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 43-64.
- Loperfido, N. M. R. (2004), "Generalized skew-normal distributions," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 65-80.
- Genton, M. G. (2004), "Skew-symmetric and generalized skew-elliptical distributions," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 81-100.
- Arnold, B. C. and Beaver, R. J. (2004), "Elliptical models subject to hidden truncation or selective sampling," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 101-112.
- Arellano-Valle, R. B. and del Pino, G. E. (2004), "From symmetric to asymmetric distributions: a
unified approach," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 113-130.
- Chen, M.-H. (2004), "Skewed link models for categorical response data," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 131-151.
- Liseo, B. (2004), "Skew-elliptical distributions in Bayesian inference," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 153-171.
- Ferreira, J. T. A. S. and Steel, M. F. J. (2004), "Bayesian multivariate skewed regression modeling with an application to firm size," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 175-190.
- Adcock, C. (2004), "Capital asset pricing for UK stocks under the multivariate skew-normal distribution," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 191-204.
- De Luca, G. and Loperfido, N. M. R. (2004), "A skew-in-mean GARCH model," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 205-222.
- Domínguez-Molina, J. A., González-Farías, G. and Ramos-Quiroga, R. (2004), "Skew-normality in stochastic frontier analysis," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 223-241.
- Thompson, K. R. and Shen, Y. (2004), "Coastal flooding and the multivariate skew-t distribution," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 243-258.
- Naveau, P., Genton, M. G. and Ammann, C. (2004), "Time series analysis with a skewed Kalman filter," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 259-278.
- Kim, H.-M., Ha, E. and Mallick, B. K. (2004), "Spatial prediction of rainfall using skew-normal processes," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 279-289.
- Baloch, S. H., Krim, H. and Genton, M. G. (2004), "Shape representation with flexible skew-symmetric distributions," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 291-308.
- Eyer, L. and Genton, M. G. (2004), "An astronomical distance determination method using regression with skew-normal errors," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 309-319.
- Sahu, S. K. and Dey, D. K. (2004), "On a Bayesian multivariate survival model with a skewed frailty," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 321-338.
- Ma, Y., Genton, M. G. and Davidian, M. (2004), "Linear mixed effects models with flexible generalized skew-elliptical random effects," in
Skew-Elliptical Distributions and Their Applications: A Journey Beyond
Normality, Genton, M. G., Ed., Chapman & Hall / CRC, Boca Raton, FL, pp. 339-358.
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