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stat.ME2009★ 1.3k cited
Distributions generated by perturbation of symmetry with emphasis on a multivariate skew distribution
Adelchi Azzalini, Antonella Capitanio
A fairly general procedure is studied to perturbate a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities.…
stat.ME2009★ 1.3k cited
Statistical applications of the multivariate skew-normal distribution
Adelchi Azzalini, Antonella Capitanio
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…