Abstract #301389

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2003 Program page
JSM 2003 Abstract #301389
Activity Number: 54
Type: Contributed
Date/Time: Sunday, August 3, 2003 : 4:00 PM to 5:50 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #301389
Title: A Semiparametric Class of Generalized Skew-Elliptical Distributions
Author(s): Yanyuan Ma*+ and Marc G. Genton
Companies: North Carolina State University and North Carolina State University
Address: 1013 Avent Hill A4, Raleigh, NC, 27606,
Keywords: invariance ; kurtosis ; multimodality ; skewness ; stochastic representation ; dense subset
Abstract:

We present a semiparametric representation of generalized skew-elliptical distributions for which the probability density function has the form of a product of an elliptical pdf and a skewing function. By constructing an enumerable dense subset of the skewing function, we are able to define a flexible family of distributions which can capture skewness, heavy tails, and multimodality systematically. It is straightforward to simulate from this family which possesses several invariance properties. We present illustrative examples on fiber-glass and Australian athletes data, as well as on simulated data from a mixture of two normal distributions.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2003 program

JSM 2003 For information, contact meetings@amstat.org or phone (703) 684-1221. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2003