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pro vyhledávání: '"Azzalini, Adelchi"'
Autor:
Azzalini, Adelchi
In the context of regression-type statistical models, the inclusion of some ordered factors among the explanatory variables requires the conversion of qualitative levels to numeric components of the linear predictor. The present note represent a foll
Externí odkaz:
http://arxiv.org/abs/2406.15933
Autor:
Franco, Stefano, Azzalini, Adelchi
For the extended skew-normal distribution, which represents an extension of the normal (or Gaussian) distribution, we focus on the properties of the log-likelihood function and derived quantities in the the bivariate case. Specifically, we derive exp
Externí odkaz:
http://arxiv.org/abs/2309.10502
Autor:
Azzalini, Adelchi
Publikováno v:
Stat 12:e624 (2023)
Consider a regression or some regression-type model for a certain response variable where the linear predictor includes an ordered factor among the explanatory variables. The inclusion of a factor of this type can take place is a few different ways,
Externí odkaz:
http://arxiv.org/abs/2305.03634
In this note, we investigate the non-identifiability of the multivariate unified skew-normal distribution under permutation of its latent variables. We show that the non-identifiability issue also holds with other parametrizations and extends to the
Externí odkaz:
http://arxiv.org/abs/2304.10445
For the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number of properties are already known, but many others are not, even some basic ones. The present contribution a
Externí odkaz:
http://arxiv.org/abs/2011.06316
Several formulations have long existed in the literature in the form of continuous mixtures of normal variables where a mixing variable operates on the mean or on the variance or on both the mean and the variance of a multivariate normal variable, by
Externí odkaz:
http://arxiv.org/abs/2003.13076
Autor:
Azzalini, Adelchi, Salehi, Mahdi
Since its introduction, the skew-$t$ distribution has received much attention in the literature both for the study of theoretical properties and as a model for data fitting in empirical work. A major motivation for this interest is the high degree of
Externí odkaz:
http://arxiv.org/abs/1907.10397
