On asymmetric distributions of copula related random variables which includes the skew-normal ones

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F22%3AA2402IUP" target="_blank" >RIV/61988987:17610/22:A2402IUP - isvavai.cz</a>

Result on the web

<a href="https://www.kybernetika.cz/content/2022/6/984/paper.pdf" target="_blank" >https://www.kybernetika.cz/content/2022/6/984/paper.pdf</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.14736/kyb-2022-6-0984" target="_blank" >10.14736/kyb-2022-6-0984</a>

Result language

angličtina

Original language name

On asymmetric distributions of copula related random variables which includes the skew-normal ones

Original language description

Assuming that CX,Y is the copula function of X and Y with marginal distribution functions F_X (x) and F_Y (y), in this work we study the selection distribution Z_d = (X|Y ∈ T ). We present some special cases of our proposed distribution, among them, skew-normal distribution as well as normal distribution. Some properties such as moments and moment generating function are investigated. Also, some numerical analysis is presented for illustration.

Czech name

—

Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

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OECD FORD branch

10103 - Statistics and probability

Project

—

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2022

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Kybernetika

ISSN

1805-949X

e-ISSN

—

Volume of the periodical

—

Issue of the periodical within the volume

6

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

12

Pages from-to

984-995

UT code for WoS article

000962846400005

EID of the result in the Scopus database

2-s2.0-85161937584