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The multivariate skew-normal distribution [PDF]

Biometrika, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
AZZALINI, ADELCHI, DALLA VALLE, ALESSANDRA   +1 more
openaire   +3 more sources

The Exact Joint Distribution of Concomitants of Order Statistics and Their Order Statistics under Normality

Revstat Statistical Journal, 2013
In this work we derive the exact joint distribution of a linear combination of concomitants of order statistics and linear combinations of their order statistics in a multivariate normal distribution.
Ayyub Sheikhi , Mahbanoo Tata
doaj   +1 more source

On shrinkage estimators improving the positive part of James-Stein estimator

Demonstratio Mathematica, 2021
In this work, we study the estimation of the multivariate normal mean by different classes of shrinkage estimators. The risk associated with the quadratic loss function is used to compare two estimators. We start by considering a class of estimators that
Hamdaoui Abdenour
doaj   +1 more source

Comparison of Risk Ratios of Shrinkage Estimators in High Dimensions

Mathematics, 2021
In this paper, we analyze the risk ratios of several shrinkage estimators using a balanced loss function. The James–Stein estimator is one of a group of shrinkage estimators that has been proposed in the existing literature.
Abdenour Hamdaoui, Waleed Almutiry, Mekki Terbeche, Abdelkader Benkhaled   +3 more
doaj   +1 more source

Probabilistic Condition Monitoring of Azimuth Thrusters Based on Acceleration Measurements

Machines, 2021
Drill ships and offshore rigs use azimuth thrusters for propulsion, maneuvering and steering, attitude control and dynamic positioning activities.
Riku-Pekka Nikula, Mika Ruusunen, Joni Keski-Rahkonen, Lars Saarinen, Fredrik Fagerholm   +4 more
doaj   +1 more source

Kullback–Leibler Divergence Measure for Multivariate Skew-Normal Distributions

Entropy, 2012
The aim of this work is to provide the tools to compute the well-known Kullback–Leibler divergence measure for the flexible family of multivariate skew-normal distributions.
Reinaldo B. Arellano-Valle, Javier E. Contreras-Reyes   +1 more
doaj   +1 more source

A study of minimax shrinkage estimators dominating the James-Stein estimator under the balanced loss function

Open Mathematics, 2022
One of the most common challenges in multivariate statistical analysis is estimating the mean parameters. A well-known approach of estimating the mean parameters is the maximum likelihood estimator (MLE).
Benkhaled Abdelkader, Hamdaoui Abdenour, Almutiry Waleed, Alshahrani Mohammed, Terbeche Mekki   +4 more
doaj   +1 more source

Statistical applications of the multivariate skew-normal distribution

, 2009
Azzalini & Dalla Valle (1996) have recently discussed the multivariate skew-normal distribution which extends the class of normal distributions by the addition of a shape parameter.
Azzalini, Adelchi, Capitanio, Antonella
core   +2 more sources

Multivariate Scale-Mixed Stable Distributions and Related Limit Theorems

Mathematics, 2020
In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate stable distributions. Multivariate analogs of the Mittag–Leffler distribution are introduced.
Yury Khokhlov, Victor Korolev, Alexander Zeifman   +2 more
doaj   +1 more source

Prior choice and data requirements of Bayesian multivariate hierarchical models fit to tag‐recovery data: The need for power analyses

Ecology and Evolution, 2023
Recent empirical studies have quantified correlation between survival and recovery by estimating these parameters as correlated random effects with hierarchical Bayesian multivariate models fit to tag‐recovery data.
Cody E. Deane, Lindsay G. Carlson, Curry J. Cunningham, Pat Doak, Knut Kielland, Greg A. Breed   +5 more
doaj   +1 more source