Graphical models for skew‐normal variates

A. Capitanio, A. Azzalini and Elena Stanghellini

Scandinavian Journal of Statistics, 2003, vol. 30, issue 1, 129-144

Abstract: This paper explores the usefulness of the multivariate skew‐normal distribution in the context of graphical models. A slight extension of the family recently discussed by Azzalini & Dalla Valle (1996) and Azzalini & Capitanio (1999) is described, the main motivation being the additional property of closure under conditioning. After considerations of the main probabilistic features, the focus of the paper is on the construction of conditional independence graphs for skew‐normal variables. Necessary and sufficient conditions for conditional independence are stated, and the admissible structures of a graph under restriction on univariate marginal distribution are studied. Finally, parameter estimation is considered. It is shown how the factorization of the likelihood function according to a graph can be rearranged in order to obtain a parameter based factorization.

Date: 2003
References: View complete reference list from CitEc
Citations: View citations in EconPapers (26)

Downloads: (external link)
https://doi.org/10.1111/1467-9469.00322

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:30:y:2003:i:1:p:129-144

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().