Geometric skew normal distribution

DOI10.1007/s13571-014-0082-yzbMath1329.62073OpenAlexW1981007090MaRDI QIDQ2258170

Debasis Kundu

Publication date: 2 March 2015

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-014-0082-y

zbMATH Keywords

EM algorithmcharacteristic functionLévy processFisher information matrixmoment generating functionmaximum likelihood estimatorsinfinite divisible

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

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Cites Work

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• The nontruncated marginal of a truncated bivariate normal distribution
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• The multivariate skew-normal distribution
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