A note on regions of given probability of the extended skew-normal distribution

DOI10.1080/03610926.2013.788710MaRDI QIDQ3462379zbMATH OpenOpenAlexFDO

Authors Antonio Canale

Publication date 5 January 2016

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2318/131988

zbMATH Keywords

normal approximationskew-normaltolerance regions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

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Cites work

• Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
• Graphical models for skew‐normal variates
• Multivariate skew-normal distributions with applications in insurance
• Statistical aspects of the scalar extended skew-normal distribution
• Statistical Tolerance Regions: Theory, Applications, and Computation
• The nontruncated marginal of a truncated bivariate normal distribution

Cited in

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• A note on regions of given probability of the skew-normal distribution

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