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A stochastic ordering based on the canonical transformation of skew-normal vectors

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dc.contributor.authorMartín Arevalillo, Jorge
dc.contributor.authorNavarro Veguillas, Hilario
dc.date.accessioned2024-05-20T11:24:41Z
dc.date.available2024-05-20T11:24:41Z
dc.date.issued2018-04-25
dc.description.abstractIn this paper, we define a new skewness ordering that enables stochastic comparisons for vectors that follow a multivariate skew-normal distribution. The new ordering is based on the canonical transformation associated with the multivariate skew-normal distribution and on the well-known convex transform order applied to the only skewed component of such canonical transformation. We examine the connection between the proposed ordering and the multivariate convex transform order studied by Belzunce et al. (TEST 24(4):813–834, 2015). Several standard skewness measures like Mardia’s and Malkovich–Afifi’s indices are revisited and interpreted in connection with the new ordering; we also study its relationship with the J-divergence between skew-normal and normal random vectors and with the Negentropy. Some artificial data are used in simulation experiments to illustrate the theoretical discussion; a real data application is provided as well.en
dc.description.versionversión final
dc.identifier.doi10.1007/s11749-018-0583-5
dc.identifier.issn1863-8260
dc.identifier.urihttps://hdl.handle.net/20.500.14468/11923
dc.journal.titleTEST
dc.journal.volume28
dc.language.isoen
dc.publisherSpringer
dc.relation.centerFacultad de Ciencias
dc.relation.departmentEstadística, Investigación Operativa y Cálculo Numérico
dc.rightsAtribución-NoComercial-SinDerivadas 4.0 Internacional
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0
dc.subject.keywordsSkew-normal distribution
dc.subject.keywordsCanonical transformation
dc.subject.keywordsConvex transform order
dc.titleA stochastic ordering based on the canonical transformation of skew-normal vectorses
dc.typeartículoes
dc.typejournal articleen
dspace.entity.typePublication
relation.isAuthorOfPublicationea1c092a-eceb-49c8-abb7-d4d52f53930a
relation.isAuthorOfPublicationb4ef2ce4-140a-4dfd-b87f-363a7a9136e5
relation.isAuthorOfPublication.latestForDiscoveryea1c092a-eceb-49c8-abb7-d4d52f53930a
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