A formulation for continuous mixtures of multivariate normal distributions
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Publication:2048124
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
continuous mixtures of normal distributionsMardia's measures of multivariate skewness and kurtosisvariance-mean mixtures of distributions
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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