1st Edition

Multivariate Statistics Beyond Normality

400 Pages 8 Color & 7 B/W Illustrations
by Chapman & Hall

Multivariate Statistics Beyond Normality  is a unique book that provides a modern and original introduction to multivariate statistics and then extends it beyond the multivariate normal distribution. Specifically, the extensions include spherical and elliptical distributions, the skew-normal distributions and related distributions, a detailed treatment of unified skew-elliptical distributions... Read more

Preface 1 Multivariate Distributions 2 Some Notions of Multivariate Symmetry 3 The Multivariate Normal Distribution 4 Multivariate Spherical and Elliptical Distributions 5 The Multivariate Skew-Normal Distribution 6 The Multivariate Unified Skew-Normal Distribution7 The Multivariate Unified Skew-t Distribution 8 Multivariate Unified Skew-Elliptical Distributions 9 Weighted and Selection Multivariate Distributions 10 Data Applications Beyond Normality A Appendix: Linear Algebra Index

Biography

Reinaldo B. Arellano-Valle is a Professor of Statistics at the Pontificia Universidad Católica de Chile (PUC) in Santiago, Chile. He received his Ph.D. in Statistics in 1994 from the University of Sao Paulo, Brazil.  He is an international leader in the field of multivariate statistics, an elected member of the International Statistical Institute (ISI), and has received the 2019 Mahalanobis Award from the ISI for outstanding research in multivariate statistics.

Marc G. Genton is the Al-Khawarizmi Distinguished Professor of Statistics at the King Abdullah University of Science and Technology (KAUST) in Saudi Arabia. He received his Ph.D. degree in Statistics in 1996 from the Swiss Federal Institute of Technology (EPFL), Lausanne. He is a fellow of the American Statistical Association (ASA), of the Institute of Mathematical Statistics (IMS), and the American Association for the Advancement of Science (AAAS), an elected member of the International Statistical Institute (ISI), and he has received multiple awards.