A class of multivariate skew-normal models
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Publication:1768129
DOI10.1007/BF02530547zbMath1056.62064MaRDI QIDQ1768129
Publication date: 14 March 2005
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
quadratic form; stochastic representation; moment generating function; skewness; multivariate normal distribution; Helmert matrix
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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