The Skew-Normal and Related Families

Adelchi Azzalini

12/2013 · Institute of Mathematical Statistics Monographs Livro 3 · Cambridge University Press

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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.

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Antonella Capitanio is Associate Professor of Statistics in the Department of Statistical Sciences at Università di Bologna. She began working on the skew-normal distribution about fifteen years ago, co-authoring with Adelchi Azzalini a series of papers related to the skew-normal and skew-elliptical distributions, which have provided key results in this area.