On the correlation structures of multivariate skew-normal distribution

DOI10.12697/ACUTM.2016.20.07MaRDI QIDQ2813859zbMATH OpenOpenAlexFDO

Authors Ene Käärik, Meelis Käärik, Inger-Helen Maadik

Publication date 27 June 2016

Published in Acta et Commentationes Universitatis Tartuensis de Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.12697/acutm.2016.20.07

zbMATH Keywords

autoregressive correlation structurecompound symmetry correlation structuremultivariate skew-normal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(3)

• Estimation of a covariance matrix in multivariate skew-normal distribution
• On parametrization of multivariate skew-normal distribution
• Moving average and autoregressive correlation structures under multivariate skew normality

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