Multivariate Statistics Beyond Normality

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 and their sub-models, a study of weighted and selection multivariate distributions, and over 100 illustrative examples.Written by two leading specialists on multivariate statistics, this book includes the most recent and some novel results on skew-normal and related distributions, covering both singular and nonsingular cases in a unified way, and contains unpublished results on elliptical distributions from the first author's Ph.D. thesis. It presents illustrative data applications beyond normality that are relevant to both classical frequentist inference and Bayesian analysis.Designed for a broad r