Introduction to the Theme Issue: The Skew-Normal and Related Distributions
Keywords:Antonella Capitanio, Skew symmetric distributions, Threshold autoregressive processes
This theme issue on the skew-Normal and related distributions is motivated by the workshop held on November 6th, 2017 in memory of Antonella Capitanio, one year after her premature loss. The issue contains the transcript of the conversation between Angela Montanari, Adelchi Azzalini and Narayanaswamy Balakrishnan regarding their scientific collaboration with Antonella. Moreover, the last unpublished work of Antonella Capitanio on mixtures of skew normal distributions is reproduced here with the kind permission of her family. We also take the opportunity to re-present the seminal 1986 Azzalini paper, together with corrections and comments from the author. The last contribution, by Howell Tong and Dong Li, concerns the interesting relationship between skew symmetric distributions and threshold autoregressive models.
A. AZZALINI (1985). Aclass of distributions which includes the normal ones. Scandinavian Journal of Statistics, 12, no. 2, pp. 171–178.
A. AZZALINI (1986). Further results on a class of distributions which includes the normal ones. Statistica, 46, no. 2, pp. 199–208.
A. CAPITANIO (2012). On the canonical form of scale mixtures of skew-normal distributions. ArXiv:1207.0797 [stat.ME].