A note on the direction maximizing skewness in multivariate skew-t vectors
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Publication:2339573
DOI10.1016/j.spl.2014.10.014zbMath1396.60015OpenAlexW1982245091MaRDI QIDQ2339573
Jorge M. Arevalillo, Hilario Navarro
Publication date: 1 April 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.10.014
multivariate skew-normal distributionscale mixturesmultivariate skew-t distributionskewness maximization
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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Cites Work
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