The joint projected normal and skew-normal: A distribution for poly-cylindrical data

@article{Mastrantonio2018TheJP,
  title={The joint projected normal and skew-normal: A distribution for poly-cylindrical data},
  author={G. Mastrantonio},
  journal={J. Multivar. Anal.},
  year={2018},
  volume={165},
  pages={14-26}
}
  • G. Mastrantonio
  • Published 2018
  • Computer Science, Mathematics
  • J. Multivar. Anal.
  • The contribution of this work is the introduction of a multivariate circular-linear (or poly- cylindrical) distribution obtained by combining the projected and the skew-normal. We show the flexibility of our proposal, its property of closure under marginalization and how to quantify multivariate dependence. Due to a non-identifiability issue that our proposal inherits from the projected normal, a compu- tational problem arises. We overcome it in a Bayesian framework, adding suitable latent… CONTINUE READING
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