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Distributions with Generalized Skewed Conditionals and Mixtures of Such Distributions |
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| Authors: | Barry C. Arnold Enrique Castillo José María Sarabia |
| Affiliation: | 1. Department of Statistics , University of California , Riverside, California, USA barry.arnold@ucr.edu;3. Department of Applied Mathematics and Computational Sciences , University of Cantabria , Santander, Spain;4. Department of Economics , University of Cantabria , Santander, Spain |
| Abstract: | Mixtures of skewed distributions (univariate and bivariate) provide flexible models. An alternative modeling approach involves distributions with skewed conditional distributions and mixtures of such distributions. We consider the interrelationships between such models. Examples are provided to show that several skewed distributions already considered in the literature can be viewed as having been constructed via a combination of mixing and skewing. |
| Keywords: | Conditional specification Mixture distributions Skew normal distribution |