Flexible asymmetric multivariate distributions based on two-piece univariate distributions

DOI10.1007/S10463-022-00842-6MaRDI QIDQ2679232OpenAlexFDO

Authors Jonas Baillien, Anneleen Verhasselt, Irène Gijbels

Publication date 19 January 2023

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-022-00842-6

zbMATH Keywords

maximum likelihood estimationaffine combinationmultivariate skew distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• A possibly asymmetric multivariate generalization of the Möbius distribution for directional data

Describes a project that uses

Uses Software

• BOBYQA
• sn
• NLopt
• RStan
• rstan

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