Azzalini, A.; Dalla Valle, A. The multivariate skew-normal distribution. (English) Zbl 0885.62062 Biometrika 83, No. 4, 715-726 (1996). Summary: The paper extends earlier work on the so-called skew-normal distribution, a family of distributions including the normal, but with an extra parameter to regulate skewness. The present work introduces a multivariate parametric family such that the marginal densities are scalar skew-normal, and studies its properties, with special emphasis on the bivariate case. Cited in 12 ReviewsCited in 559 Documents MSC: 62H05 Characterization and structure theory for multivariate probability distributions; copulas Keywords:bivariate distribution; multivariate normal distribution; specified marginal skewness PDF BibTeX XML Cite \textit{A. Azzalini} and \textit{A. Dalla Valle}, Biometrika 83, No. 4, 715--726 (1996; Zbl 0885.62062) Full Text: DOI OpenURL