Please use this identifier to cite or link to this item:
http://hdl.handle.net/1942/38045
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | BAILLIEN, Jonas | - |
dc.contributor.author | Gijbels, Irene | - |
dc.contributor.author | VERHASSELT, Anneleen | - |
dc.date.accessioned | 2022-09-12T11:17:17Z | - |
dc.date.available | 2022-09-12T11:17:17Z | - |
dc.date.issued | 2023 | - |
dc.date.submitted | 2022-08-25T08:44:32Z | - |
dc.identifier.citation | Annals of the Institute of Statistical Mathematics, 75 (1), p. 159-200 | - |
dc.identifier.uri | http://hdl.handle.net/1942/38045 | - |
dc.description.abstract | Classical symmetric distributions like the Gaussian are widely used. However, in reality data often display a lack of symmetry. Multiple distributions, grouped under the name "skewed distributions", have been developed to specifically cope with asymmetric data. In this paper, we present a broad family of flexible multivariate skewed distributions for which statistical inference is a feasible task. The studied family of multivariate skewed distributions is derived by taking affine combinations of independent univariate distributions. These are members of a flexible family of univariate asymmetric distributions and are an important basis for achieving statistical inference. Besides basic properties of the proposed distributions, also statistical inference based on a maximum likelihood approach is presented. We show that under mild conditions, weak consistency and asymptotic normality of the maximum likelihood estimators hold. These results are supported by a simulation study confirming the developed theoretical results, and some data examples to illustrate practical applicability. | - |
dc.description.sponsorship | The authors thank the anonymous reviewers for their valuable comments that led to an improvement of the work. The frst and second author gratefully acknowledge support from the Research Fund KU Leuven [C16/20/002 project]. The third author was supported by Special Research Fund (Bijzonder Onderzoeksfonds) of Hasselt University [BOF14NI06]. | - |
dc.language.iso | en | - |
dc.publisher | SPRINGER HEIDELBERG | - |
dc.rights | The Institute of Statistical Mathematics, Tokyo 2022 | - |
dc.subject.other | Affine combination | - |
dc.subject.other | Maximum likelihood estimation | - |
dc.subject.other | Multivariate skew distribution | - |
dc.title | Flexible asymmetric multivariate distributions based on two-piece univariate distributions | - |
dc.type | Journal Contribution | - |
dc.identifier.epage | 200 | - |
dc.identifier.issue | 1 | - |
dc.identifier.spage | 159 | - |
dc.identifier.volume | 75 | - |
local.bibliographicCitation.jcat | A1 | - |
dc.description.notes | Gijbels, I (corresponding author), Katholieke Univ Leuven, Dept Math, Celestijnenlaan 200B,Box 2400, B-3001 Heverlee, Belgium.; Gijbels, I (corresponding author), Katholieke Univ Leuven, Leuven Stat Res Ctr LStat, Celestijnenlaan 200B,Box 2400, B-3001 Heverlee, Belgium. | - |
dc.description.notes | irene.gijbels@kuleuven.be | - |
local.publisher.place | TIERGARTENSTRASSE 17, D-69121 HEIDELBERG, GERMANY | - |
local.type.refereed | Refereed | - |
local.type.specified | Article | - |
dc.identifier.doi | 10.1007/s10463-022-00842-6 | - |
dc.identifier.isi | 000836359500002 | - |
local.provider.type | wosris | - |
local.description.affiliation | [Baillien, Jonas; Gijbels, Irene] Katholieke Univ Leuven, Dept Math, Celestijnenlaan 200B,Box 2400, B-3001 Heverlee, Belgium. | - |
local.description.affiliation | [Baillien, Jonas; Gijbels, Irene] Katholieke Univ Leuven, Leuven Stat Res Ctr LStat, Celestijnenlaan 200B,Box 2400, B-3001 Heverlee, Belgium. | - |
local.description.affiliation | [Verhasselt, Anneleen] Hasselt Univ, Ctr Stat, Data Sci Inst, Agoralaan Bldg D, B-3590 Diepenbeek, Belgium. | - |
local.uhasselt.international | no | - |
item.fullcitation | BAILLIEN, Jonas; Gijbels, Irene & VERHASSELT, Anneleen (2023) Flexible asymmetric multivariate distributions based on two-piece univariate distributions. In: Annals of the Institute of Statistical Mathematics, 75 (1), p. 159-200. | - |
item.validation | ecoom 2023 | - |
item.fulltext | With Fulltext | - |
item.accessRights | Open Access | - |
item.contributor | BAILLIEN, Jonas | - |
item.contributor | Gijbels, Irene | - |
item.contributor | VERHASSELT, Anneleen | - |
crisitem.journal.issn | 0020-3157 | - |
crisitem.journal.eissn | 1572-9052 | - |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
s10463-022-00842-6.pdf Restricted Access | Published version | 2.64 MB | Adobe PDF | View/Open Request a copy |
PaperBGV.pdf | Peer-reviewed author version | 785.45 kB | Adobe PDF | View/Open |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.