On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
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Publication:2320797
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Cites work
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- On Stein's identity and its applications
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Cited in
(16)- A Stein type lemma for the multivariate generalized hyperbolic distribution
- Linear transformations to symmetry
- A formulation for continuous mixtures of multivariate normal distributions
- Stein's lemma for truncated generalized skew-elliptical random vectors
- An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses
- Gram-Charlier-like expansions of the convoluted hyperbolic-secant density
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
- Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness
- On the multivariate -ordered normal distribution
- Multivariate normal \(\alpha\)-stable exponential families
- A new kurtosis matrix, with statistical applications
- The extended skew Gaussian process for regression
- Bayesian inference and prediction for mean-mixtures of normal distributions
- Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons
- Three-way data clustering based on the mean-mixture of matrix-variate normal distributions
- A proof for the existence of multivariate singular generalized skew-elliptical density functions
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