Multivariate skewt-distribution
From MaRDI portal
Publication:4454280
Recommendations
- Properties of new multivariate skew \(t\) distributions generated from skew Pearson VII distributions
- On the multivariate skew-normal-Cauchy distribution
- New multivariate skew \(t\) distributions generated from skew Pearson VII distributions
- Definition and probabilistic properties of skew-distributions.
- The multivariate skew-normal distribution
Cites work
- scientific article; zbMATH DE number 1391247 (Why is no real title available?)
- A general class of multivariate skew-elliptical distributions
- Quadratic forms in skew normal variates
- Some skew-symmetric models
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
Cited in
(65)- On the LBI criterion for the multivariate one-way random effects model under non-normality
- Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions
- A Bayesian multivariate mixture model for skewed longitudinal data with intermittent missing observations: An application to infant motor development
- Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
- Multivariate unified skew-\(t\) distributions and their properties
- The modality of skew \(t\)-distribution
- The multivariate t -distribution with multiple degrees of freedom
- Addressing non-normality in multivariate analysis using the \(t\)-distribution
- Bias-corrected estimators of scalar skew normal
- Estimation and inference for dependence in multivariate data
- Properties of new multivariate skew \(t\) distributions generated from skew Pearson VII distributions
- Semiparametric Gaussian variance-mean mixtures for heavy-tailed and skewed data
- A note on bias reduction of maximum likelihood estimates for the scalar skew \(t\) distribution
- MANOVA for large hypothesis degrees of freedom under non-normality
- Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution
- An overview of skew distributions in model-based clustering
- scientific article; zbMATH DE number 5232090 (Why is no real title available?)
- A skewed truncated \(t\) distribution
- Some Computational Aspects of Maximum Likelihood Estimation of the Skew-t Distribution
- A note on the Jarque-Bera normality test for GARCH innovations
- Skewed Bessel function distributions with application to rainfall data
- The skew-Cauchy distribution
- Multivariate extended skew-\(t\) distributions and related families
- The multivariate slash and skew-slash Student \(t\) distributions
- Multivariate t and beta distributions associated with the multivariate F distribution
- Skewed factor models using selection mechanisms
- Augmented mixed beta regression models with skew-normal independent distributions: Bayesian analysis of labor force data
- On the skew-normal-Cauchy distribution
- The beta skew \(t\) distribution and its properties
- New multivariate skew \(t\) distributions generated from skew Pearson VII distributions
- Analysis of multivariate skew normal models with incomplete data
- The inverse problem of multivariate and matrix-variate skew normal distributions
- On the singularity of multivariate skew-symmetric models
- Transmission of the Greek crisis on the sovereign debt markets in the euro area
- Quadratic forms of multivariate skew normal-symmetric distributions
- Model-based clustering and classification with non-normal mixture distributions
- On mixtures of skew normal and skew \(t\)-distributions
- Inference for Box-Cox transformed threshold GARCH models with nuisance parameters
- Change-constrained stochastic programming problem with normal, t and skew normal, skew t distributions
- Bias-corrected estimators of scalar skew normal
- Shannon entropy and mutual information for multivariate skew-elliptical distributions
- Normality test for multivariate conditional heteroskedastic dynamic regression models
- Variance-mean mixture of the multivariate skew normal distribution
- A multivariate skew normal distribution.
- Penalized maximum likelihood method to a class of skewness data analysis
- scientific article; zbMATH DE number 3858203 (Why is no real title available?)
- scientific article; zbMATH DE number 7148060 (Why is no real title available?)
- A note on the direction maximizing skewness in multivariate skew-t vectors
- Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective
- On the multivariate skew-normal-Cauchy distribution
- Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
- A review on the univariate skew \(t\)-distributions
- Testing for sub-models of the skew \(t\)-distribution
- Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions
- Robust Likelihood Methods Based on the Skew-t and Related Distributions
- Generalized skew-Cauchy distribution
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Asymptotics for testing hypothesis in some multivariate variance components model under non-normality
- A new robust class of skew elliptical distributions
- Bayesian analysis of skew-\(t\) multivariate null intercept measurement error model
- A robust Bayesian approach to null intercept measurement error model with application to dental data
- Estimating stable latent factor models by indirect inference
- On the information matrix of the multivariate skew-\(t\) model
- On some study of skew-\(t\) distributions
- An overview on the progeny of the skew-normal family -- a personal perspective
This page was built for publication: Multivariate skewt-distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4454280)
