Pages that link to "Item:Q478207"

The following pages link to Multivariate extended skew-\(t\) distributions and related families (Q478207):

Displaying 31 items.

• A Sample Selection Model with Skew-normal Distribution (Q94631) (← links)
• Model-based clustering and classification with non-normal mixture distributions (Q257605) (← links)
• On mixtures of skew normal and skew \(t\)-distributions (Q369337) (← links)
• Mixtures of skewed Kalman filters (Q391932) (← links)
• Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
• A dynamic linear model with extended skew-normal for the initial distribution of the state parameter (Q1623448) (← links)
• Extremal properties of the univariate extended skew-normal distribution. Part A. (Q1726895) (← links)
• Extremal properties of the multivariate extended skew-normal distribution. Part B (Q1726901) (← links)
• Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
• Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data (Q1799870) (← links)
• A formulation for continuous mixtures of multivariate normal distributions (Q2048124) (← links)
• An overview on the progeny of the skew-normal family -- a personal perspective (Q2062793) (← links)
• Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution (Q2078582) (← links)
• Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution (Q2103847) (← links)
• Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference (Q2135848) (← links)
• New bivariate and multivariate log-normal distributions as models for insurance data (Q2143523) (← links)
• A new robust class of skew elliptical distributions (Q2157400) (← links)
• An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses (Q2168555) (← links)
• Asymmetric tail dependence modeling, with application to cryptocurrency market data (Q2170437) (← links)
• A time-varying multivariate noncentral contaminated normal copula model and its application to the visualized dependence analysis of Hong Kong stock markets (Q2213441) (← links)
• High-dimensional inference using the extremal skew-\(t\) process (Q2231315) (← links)
• Variance-mean mixture of the multivariate skew normal distribution (Q2340389) (← links)
• On the extended two-parameter generalized skew-normal distribution (Q2348329) (← links)
• Extended generalized skew-elliptical distributions and their moments (Q2364051) (← links)
• Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
• Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias (Q2861820) (← links)
• Models for Extremal Dependence Derived from Skew-symmetric Families (Q2965533) (← links)
• Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions (Q4911965) (← links)
• Likelihood-based inference for the multivariate skew-\(t\) regression with censored or missing responses (Q6097547) (← links)
• Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions (Q6183688) (← links)
• A multivariate skew-normal-Tukey-\(h\) distribution (Q6189154) (← links)