Skew-Normal and Related Families

"Interest in the skew-normal and related families of distributions has grown enormously over recent years, as theory has advanced, challenges of data have grown, and computational tools have made substantial progress. This comprehensive treatment, blending theory and practice, will be the standard resource for statisticians and applied researchers. Assuming only basic knowledge of (non-measure-theoretic) probability and statistical inference, the book is accessible to the wide range of researchers who use statistical modelling techniques. Guiding readers through the main concepts and results, it covers both the probability and the statistics sides of the subject, in the univariate and multivariate settings. The theoretical development is complemented by numerous illustrations and applications to a range of fields including quantitative finance, medical statistics, environmental risk studies, and industrial and business efficiency. The author's freely available R package SN, available from CRAN, equips readers to put the methods into action with their own data"--

Product details

• Authors: Adelchi Azzalini, Adelchi (Universit... Degli Studi DI Pad Azzalini, Adelchi (Universit... degli Studi di Padova Azzalini, Adelchi (Universita Degli Studi DI Padov Azzalini, Adelchi (Universita degli Studi di Padova Azzalini, Adelchi Capitanio Azzalini, Antonella Capitanio
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 19.12.2013
• EAN: 9781107029279
• ISBN: 978-1-107-02927-9
• No. of pages: 270
• Series: Institute of Mathematical Statistics Monographs; Institute of Mathematical Stat; Institute of Mathematical Stat; Institute of Mathematical Statistics Monographs
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Social sciences, law, business > Business > Business administration