Multivariate skew-normal generalized hyperbolic distribution and its properties
From MaRDI portal
Publication:2451620
Recommendations
- Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution
- Multivariate extremes of generalized skew-normal distributions
- The multivariate skew-normal distribution
- On parametrization of multivariate skew-normal distribution
- The Skew-normal Distribution and Related Multivariate Families*
- On the multivariate skew-normal-Cauchy distribution
- A general class of multivariate skew-elliptical distributions
- Multivariate geometric skew-normal distribution
Cites work
- A general class of multivariate skew-elliptical distributions
- A generalized variance gamma process for financial applications
- A multivariate jump-driven financial asset model
- A normal inverse Gaussian model for a risky asset with dependence
- A Probabilistic Interpretation of Miner’s Rule
- An alternative multivariate skew Laplace distribution: properties and estimation
- Bivariate Birnbaum-Saunders distribution and associated inference
- Characteristic functions of scale mixtures of multivariate skew-normal distributions
- Extending the multivariate generalised \(t\) and generalised \(VG\) distributions
- scientific article; zbMATH DE number 5668407 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 3538654 (Why is no real title available?)
- scientific article; zbMATH DE number 3600847 (Why is no real title available?)
- scientific article; zbMATH DE number 1484400 (Why is no real title available?)
- scientific article; zbMATH DE number 1528193 (Why is no real title available?)
- scientific article; zbMATH DE number 2148842 (Why is no real title available?)
- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- scientific article; zbMATH DE number 775283 (Why is no real title available?)
- Life distributions. Structure of nonparametric, semiparametric, and parametric families.
- Mixture inverse Gaussian distributions and its transformations, moments and applications
- Moments of skew-normal random vectors and their quadratic forms
- On some mixture models based on the Birnbaum-Saunders distribution and associated inference
- On the conditional variance for scale mixtures of normal distributions
- On the Relationship between Two Fatigue-Life Models
- On the reliability studies of a weighted inverse Gaussian model
- Robustness of the student t based M-estimator
- Statistical Applications of the Multivariate Skew Normal Distribution
- Statistical properties of the generalized inverse Gaussian distribution
- The multivariate skew-normal distribution
- The multivariate skew-slash distribution
- THE POPULATION FREQUENCIES OF SPECIES AND THE ESTIMATION OF POPULATION PARAMETERS
- The Two-Dimensional Hyperbolic Distribution and Related Distributions, with an Application to Johannsen's Bean Data
- The Variance Gamma Process and Option Pricing
- Two new mixture models related to the inverse Gaussian distribution
- Variance-mean mixture of Kotz-type distributions
Cited in
(27)- Multivariate models for dependent clusters of variables with conditional independence given aggregation variables
- Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering
- Scale and shape mixtures of multivariate skew-normal distributions
- A formulation for continuous mixtures of multivariate normal distributions
- A robust class of multivariate fatigue distributions based on normal mean-variance mixture model
- Saddlepoint approximation for the generalized inverse Gaussian Lévy process
- New bivariate and multivariate log-normal distributions as models for insurance data
- A flexible class of parametric distributions for Bayesian linear mixed models
- On the scale mixtures of multivariate skew slash distributions
- Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions
- Robust mixture regression modeling based on scale mixtures of skew-normal distributions
- Moments of scale mixtures of skew-normal distributions and their quadratic forms
- Discriminating between the normal inverse Gaussian and generalized hyperbolic skew-t distributions with a follow-up the stock exchange data
- Simultaneous Bayesian modeling of longitudinal and survival data in breast cancer patients
- Multivariate tail conditional expectation for scale mixtures of skew-normal distribution
- Birnbaum‐Saunders distribution: A review of models, analysis, and applications
- Clustering asymmetrical data with outliers: parsimonious mixtures of contaminated mean-mixture of normal distributions
- Robust mixture regression modeling based on the normal mean-variance mixture distributions
- Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
- Introducing a family of distributions by using the class of normal mean-variance mixture
- Likelihood-based inference for linear mixed-effects models using the generalized hyperbolic distribution
- The Bessel function expression of characteristic function
- Time series clustering based on latent volatility mixture modeling with applications in finance
- Generalized mixtures of Gaussian processes with an application to Bitcoin daily price analysis
- Expressions for marginal mean excess and marginal expected shortfall measures under bivariate scale mixture of normal distribution
- Clustering data with values missing at random using scale mixtures of multivariate skew-normal distributions
- A classification method for binary predictors combining similarity measures and mixture models
This page was built for publication: Multivariate skew-normal generalized hyperbolic distribution and its properties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2451620)
