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 …

In the last two decades or so, much work has been dedicated to the portion of distribution
theory stemming from the skew-normal distribution and its ramification. This contribution …

A fairly general procedure is studied to perturb a multivariate density satisfying a weak form
of multivariate symmetry, and to generate a whole set of non-symmetric densities. The …

Understanding spatial statistics requires tools from applied and mathematical statistics,
linear model theory, regression, time series, and stochastic processes. It also requires a …

Although portfolio management didn't change much during the 40 years after the seminal
works of Markowitz and Sharpe, the development of risk budgeting techniques marked an …

Within the context of flexible parametric families of distributions, much work has been
dedicated in recent years to the theme of skew-symmetric distributions, or symmetry …

This paper provides an introductory overview of a portion of distribution theory which is
currently under intense development. The starting point of this topic has been the so‐called …

Consider starting from a symmetric distribution F on ℜ and generating a family of
distributions from it by employing two parameters whose role is to introduce skewness and …

This book reviews the state-of-the-art advances in skew-elliptical distributions and provides
many new developments in a single volume, collecting theoretical results and applications …

Significant changes in the insurance and financial markets are giving increasing attention to
the need for developing a standard framework for risk measurement. Recently, there has …