Abstract Details
Activity Number:
|
602
|
Type:
|
Contributed
|
Date/Time:
|
Thursday, August 7, 2014 : 8:30 AM to 10:20 AM
|
Sponsor:
|
IMS
|
Abstract #312672
|
View Presentation
|
Title:
|
A Multivariate Extension of the Skew-Unimodal Distributions with Mode-Preserving Property
|
Author(s):
|
Toshihiro Abe*+ and Hironori Fujisawa and Toshikazu Yamaguchi
|
Companies:
|
Tokyo University of Science and Institute of Statistical Mathematics and Tokyo University of Science
|
Keywords:
|
skewness ;
Transformation of scale ;
unimodality
|
Abstract:
|
The skew-symmetric distribution is often-used as a skew-distribution, but it is not always unimodal even if the underlying distribution is unimodal. Recently, another type of skew distribution was proposed using the transformation of scale and it is always unimodal and shows the monotonicity of skewness. In this talk, a multivariate skew distribution is considered using the transformation of scale. The skewness for the multivariate skew distribution is proposed and the monotonicity of skewness is shown. The proposed multivariate skew distribution is more flexible than the conventional multivariate skew-symmetric distributions. Additional properties are also presented, including random number generation, half-distribution, parameter orthogonality, non-degenerated Fisher information, entropy maximization distribution.
|
Authors who are presenting talks have a * after their name.
Back to the full JSM 2014 program
|
2014 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Professional Development program, please contact the Education Department.
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Copyright © American Statistical Association.