2010/12/21 by Azzalini, Adelchi, Regoli, Giuliana
#60E05 62H10 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.1012.4710
The family of skew-symmetric distributions is a wide set of probability density functions obtained by combining in a suitable form a few components which are selectable quite freely provided some simple requirements are satisfied. Intense recent work has produced several results for specific sub-families of this construction, but much less is known in general terms. The present paper explores some questions within this framework, and provides conditions on the above-mentioned components to ensure that the final distribution enjoys specific properties.