A formulation for continuous mixtures of multivariate normal distributions

DOI10.1016/j.jmva.2021.104780zbMath1476.62097arXiv2003.13076OpenAlexW3167418790MaRDI QIDQ2048124

Reinaldo B. Arellano-Valle, Adelchi Azzalini

Publication date: 5 August 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.13076

zbMATH Keywords

continuous mixtures of normal distributionsMardia's measures of multivariate skewness and kurtosisvariance-mean mixtures of distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items

Bayesian inference and prediction for mean-mixtures of normal distributions

Uses Software

• sn
• QRM

Cites Work

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