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2. Elliptical linear mixed models with a covariate subject to measurement error. (2020). Galea, Manuel ; Borssoi, Joelmir A ; Paula, Gilberto A.
   In: Statistical Papers.
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3. Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions. (2020). Wang, Sheng ; Breheny, Patrick ; Zimmerman, Dale L.
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302207.

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4. Testing for sub-models of the skew t-distribution. (2018). Diciccio, Thomas J ; Monti, Anna Clara.
   In: Statistical Methods & Applications.
   RePEc:spr:stmapp:v:27:y:2018:i:1:d:10.1007_s10260-017-0387-x.

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5. On the multivariate skew-normal-Cauchy distribution. (2016). Arellano-Valle, R B ; Rezaei, M ; Yousefzadeh, F ; Kahrari, F.
   In: Statistics & Probability Letters.
   RePEc:eee:stapro:v:117:y:2016:i:c:p:80-88.

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6. The centred parameterization and related quantities of the skew-t distribution. (2013). Arellano-Valle, Reinaldo B. ; Azzalini, Adelchi.
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:113:y:2013:i:c:p:73-90.

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7. Multivariate extended skew-t distributions and related families. (2010). Arellano-Valle, Reinaldo B. ; Genton, Marc G..
   In: Metron - International Journal of Statistics.
   RePEc:mtn:ancoec:100301.

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1. Bayesian modal regression based on mixture distributions. (2024). Huang, Xianzheng ; Bai, Ray ; Liu, Qingyang.
   In: Computational Statistics & Data Analysis.
   RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324000963.

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2. When the score function is the identity function - A tale of characterizations of the normal distribution. (2023). Ley, Christophe.
   In: Econometrics and Statistics.
   RePEc:eee:ecosta:v:26:y:2023:i:c:p:153-160.

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3. Non-parametric cumulants approach for outlier detection of multivariate financial data. (2023). Giacometti, Rosella ; Ricci, Jacopo Maria ; Cesarone, Francesco.
   In: Papers.
   RePEc:arx:papers:2305.10911.

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4. Estimating Forward-Looking Stock Correlations from Risk Factors. (2022). Schadner, Wolfgang ; Traut, Joshua.
   In: Mathematics.
   RePEc:gam:jmathe:v:10:y:2022:i:10:p:1649-:d:813874.

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5. An overview on the progeny of the skew-normal family— A personal perspective. (2022). Azzalini, Adelchi.
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21001299.

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6. Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Mutschler, Willi ; Trede, Mark ; Guljanov, Gaygysyz.
   In: CQE Working Papers.
   RePEc:cqe:wpaper:10122.

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7. Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Mutschler, Willi ; Trede, Mark ; Guljanov, Gaygysyz.
   In: Dynare Working Papers.
   RePEc:cpm:dynare:078.

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8. A Mixture-Function Mortality Model: Illustration of the Evolution of Premature Mortality. (2021). Canudas-Romo, Vladimir ; Mazzuco, Stefano ; Zanotto, Lucia.
   In: European Journal of Population.
   RePEc:spr:eurpop:v:37:y:2021:i:1:d:10.1007_s10680-019-09552-x.

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9. Normal but Skewed?. (2021). Sentana, Enrique ; Amengual, Dante ; Bei, Xinyue.
   In: Working Papers.
   RePEc:cmf:wpaper:wp2021_2104.

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10. Feasible Implied Correlation Matrices from Factor Structures. (2021). Schadner, Wolfgang.
    In: Papers.
    RePEc:arx:papers:2107.00427.

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11. Climate variability and farm inefficiency: A spatial stochastic frontier analysis of Senegalese agriculture. (2020). Adjin, Christophe K.
    In: Working Papers of Agricultural Policy.
    RePEc:zbw:cauapw:wp202009.

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12. An Alternative Matrix Skew-Normal Random Matrix and Some Properties. (2020). Young, Phil D ; Patrick, Joshua D ; Ramey, John A.
    In: Sankhya A: The Indian Journal of Statistics.
    RePEc:spr:sankha:v:82:y:2020:i:1:d:10.1007_s13171-019-00165-4.

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13. On the estimation of spatial stochastic frontier models: an alternative skew-normal approach. (2020). Graaff, Thomas.
    In: The Annals of Regional Science.
    RePEc:spr:anresc:v:64:y:2020:i:2:d:10.1007_s00168-019-00928-9.

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14. Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew t distributions. (2020). Wang, Sheng ; Breheny, Patrick ; Zimmerman, Dale L.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302207.

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15. Modelling conditional skewness: Heterogeneous beliefs, short sale restrictions and market declines. (2020). Shum, Wai Yan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300774.

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16. Hypothesis tests with a repeatedly singular information matrix. (2020). Sentana, Enrique ; Amengual, Dante ; Bei, Xinyue.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14415.

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17. Hypothesis Tests with a Repeatedly Singular Information Matrix. (2020). Sentana, Enrique ; Amengual, Dante ; Bei, Xinyue.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2020_2002.

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18. Testing error distribution by kernelized Stein discrepancy in multivariate time series models. (2020). Zhu, Ke ; Gong, Huan ; Li, Dong ; Luo, Donghang.
    In: Papers.
    RePEc:arx:papers:2008.00747.

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19. Testing for sub-models of the skew t-distribution. (2018). Diciccio, Thomas J ; Monti, Anna Clara.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:27:y:2018:i:1:d:10.1007_s10260-017-0387-x.

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20. Multidimensional multiple group IRT models with skew normal latent trait distributions. (2018). Lachos, Victor H ; Padilla, Juan L.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:167:y:2018:i:c:p:250-268.

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21. On the independence of singular multivariate skew-normal sub-vectors. (2017). Young, Phil D ; Kahle, David J.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:122:y:2017:i:c:p:58-62.

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22. Skew-rotationally-symmetric distributions and related efficient inferential procedures. (2017). Verdebout, Thomas ; Ley, Christophe.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:159:y:2017:i:c:p:67-81.

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23. Tests for conditional ellipticity in multivariate GARCH models. (2017). Francq, Christian ; Meintanis, S G ; Jimenez-Gamero, M D.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:196:y:2017:i:2:p:305-319.

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24. On the multivariate skew-normal-Cauchy distribution. (2016). Arellano-Valle, R B ; Rezaei, M ; Yousefzadeh, F ; Kahrari, F.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:117:y:2016:i:c:p:80-88.

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25. A derivation of the multivariate singular skew-normal density function. (2016). Young, Phil D ; Harvill, Jane L.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:117:y:2016:i:c:p:40-45.

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26. Doubly censored power-normal regression models with inflation. (2015). Bolfarine, Heleno ; Gomez, Hector ; Martinez-Florez, Guillermo.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:24:y:2015:i:2:p:265-286.

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27. Discriminant Analysis of Interval Data: An Assessment of Parametric and Distance-Based Approaches. (2015). Silva, Pedro ; Brito, Paula.
    In: Journal of Classification.
    RePEc:spr:jclass:v:32:y:2015:i:3:p:516-541.

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28. Tests for sphericity in multivariate garch models. (2015). Francq, Christian ; Meintanis, Simos ; Jimenez, Maria Dolores.
    In: MPRA Paper.
    RePEc:pra:mprapa:67411.

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29. Flexible Modelling in Statistics: Past, present and Future. (2014). Ley, Christophe.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/175715.

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30. The centred parameterization and related quantities of the skew-t distribution. (2013). Arellano-Valle, Reinaldo B. ; Azzalini, Adelchi.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:113:y:2013:i:c:p:73-90.

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31. Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach. (2013). Parisi, Antonio ; Liseo, Brunero.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:63:y:2013:i:c:p:125-138.

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32. On the Fernández-Steel distribution: Inference and application. (2011). Leiva, Victor ; Castillo, Nabor O. ; Gomez, Hector W. ; Sanhueza, Antonio.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:55:y:2011:i:11:p:2951-2961.

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33. A suite of commands for fitting the skew-normal and skew-t models. (2010). Marchenko, Yulia V. ; Genton, Marc G..
    In: Stata Journal.
    RePEc:tsj:stataj:v:10:y:2010:i:4:p:507-539.

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34. On the skew-normal calibration model. (2010). Sandoval, M. C. ; Bolfarine, H. ; C. R. O. P. Lima, ; Figueiredo, C. C..
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:37:y:2010:i:3:p:435-451.

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35. On the information matrix of the multivariate skew-t model. (2010). Arellano-Valle, Reinaldo B..
    In: Metron - International Journal of Statistics.
    RePEc:mtn:ancoec:100310.

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36. Truncated skew-normal distributions: moments, estimation by weighted moments and application to climatic data. (2010). Naveau, Philippe ; Allard, Denis ; Flecher, Cedric .
    In: Metron - International Journal of Statistics.
    RePEc:mtn:ancoec:100308.

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37. On Fisher information matrices and profile log-likelihood functions in generalized skew-elliptical models. (2010). Paindaveine, Davy ; Ley, Christophe.
    In: Metron - International Journal of Statistics.
    RePEc:mtn:ancoec:100302.

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38. On the singularity of multivariate skew-symmetric models. (2010). Paindaveine, Davy ; Ley, Christophe.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:101:y:2010:i:6:p:1434-1444.

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39. Skew-Normal Mixture and Markov-Switching GARCH Processes. (2010). Haas, Markus.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:14:y:2010:i:4:n:1.

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40. On the Singularity of Multivariate Skew-Symmetric Models. (2009). Paindaveine, Davy ; Ley, Christophe.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/230741.

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