Skew-Normal and Related Families

£36.00

Skew-Normal and Related Families

Econometrics and economic statistics Econometrics and economic statistics Finance and the finance industry Probability and statistics

Author: Adelchi Azzalini

Dinosaur mascot

Collection: Institute of Mathematical Statistics Monographs

Language: English

Published by: Cambridge University Press

Published on: 19th December 2013

Format: LCP-protected ePub

Size: 12 Mb

ISBN: 9781107720640


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.

Show moreShow less