A multivariate modified skew-normal distribution

DOI10.1007/S00362-023-01397-1MaRDI QIDQ6549150zbMATH OpenFDO

Authors Sagnik Mondal, Reinaldo B. Arellano-Valle, Marc G. Genton

Publication date 3 June 2024

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00362-023-01397-1

zbMATH Keywords

EM algorithmFisher information matrixmodified skew-normalskew-ellipticalskew-generalized normalskew-normal

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(3)

• General classes of bivariate distributions for modeling data with common observations
• A new class of multivariate skew-normal distributions with multimodal features
• Scalable Skewed Bayesian Inference for Latent Gaussian Models Using INLA and Variational Bayes

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