2009/12/29 by Adelchi Azzalini, Azzalini, Adelchi
Economics, Econometrics and Finance · Mathematics · #Economics of Agriculture and Food Markets #FOS: Computer and information sciences #FOS: Mathematics #Fuzzy Systems and Optimization #Methodology (stat.ME) #Probability (math.PR) #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.0912.5303
openalex publication_date 2009/12/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
An active stream of literature has followed up the idea of skew-elliptical densities initiated by Azzalini and Capitanio (1999). Their original formulation was based on a general lemma which is however of broader applicability than usually perceived. This note examines new directions of its use, and illustrates them with the construction of some probability distributions falling outside the family of the so-called skew-symmetric densities.