Multivariate skew-normal generalized hyperbolic distribution and its properties (Q2451620): Difference between revisions

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Property / DOI: 10.1016/j.jmva.2014.03.002 / rank
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Property / author
 
Property / author: Narayanaswamy Balakrishnan / rank
 
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Property / author: Camila Borelli Zeller / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jmva.2014.03.002 / rank
 
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Property / OpenAlex ID: W2008489469 / rank
 
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Latest revision as of 17:39, 18 December 2024

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Multivariate skew-normal generalized hyperbolic distribution and its properties
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    Multivariate skew-normal generalized hyperbolic distribution and its properties (English)
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    4 June 2014
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    generalized inverse Gaussian distribution
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    skew-normal distribution
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    heavy-tailed distributions
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    skewness and kurtosis
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    normal inverse Gaussian distribution
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    skew-normal generalized hyperbolic distribution
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    mixtures
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