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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Produktdetaljer
ISBN
9781107720640
Publisert
2014
Utgave
1. utgave
Utgiver
Vendor
Cambridge University Press
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter