Multivariate extended skew-t distributions and related families
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Publication:478207
DOI10.1007/BF03263536zbMATH Open1301.62016OpenAlexW1976718372MaRDI QIDQ478207FDOQ478207
Authors: Reinaldo B. Arellano-Valle, Marc G. Genton 
Publication date: 3 December 2014
Published in: Metron (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf03263536
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kurtosisskewnessFisher informationelliptically contoured distributionsconfidential data perturbationnon-normal
Probability distributions: general theory (60E05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
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Cited In (50)
- Mixtures of skewed Kalman filters
- Higher-order expansions of extremes from mixed skew-t distribution
- Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data
- On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
- Extremal properties of the univariate extended skew-normal distribution. Part A.
- Extremal properties of the multivariate extended skew-normal distribution. Part B
- Title not available (Why is that?)
- An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution
- An overview on the progeny of the skew-normal family -- a personal perspective
- Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-tcopula approach
- High-dimensional inference using the extremal skew-\(t\) process
- Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution
- Finite mixture modeling of censored and missing data using the multivariate skew-normal distribution
- Statistical disclosure control for continuous variables using an extended skew-t copula
- A dynamic linear model with extended skew-normal for the initial distribution of the state parameter
- Using parametric classification trees for model selection with applications to financial risk management
- Likelihood-based inference for the multivariate skew-\(t\) regression with censored or missing responses
- Shannon entropy and mutual information for multivariate skew-elliptical distributions
- Multivariate unified skew-\(t\) distributions and their properties
- Efficient recursive computational algorithms for multivariate \(t\) and multivariate unified skew-\(t\) distributions with applications to inference
- New bivariate and multivariate log-normal distributions as models for insurance data
- Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
- Conjugacy properties of multivariate unified skew-elliptical distributions
- Performance of extrapolation based on Pitman's measure of closeness in spatial regression models with extended skew t innovations
- A multivariate skew-normal-Tukey-\(h\) distribution
- Three-way data clustering based on the mean-mixture of matrix-variate normal distributions
- On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
- Variance-mean mixture of the multivariate skew normal distribution
- A formulation for continuous mixtures of multivariate normal distributions
- Asymmetric tail dependence modeling, with application to cryptocurrency market data
- On the extended two-parameter generalized skew-normal distribution
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- A sample selection model with skew-normal distribution
- Models for Extremal Dependence Derived from Skew-symmetric Families
- Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions
- Multivariate skew-normal at linear mixed models for multi-outcome longitudinal data
- On mixtures of skew normal and skew \(t\)-distributions
- Estimation and diagnostic analysis in skew-generalized-normal regression models
- Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-\(t\) distribution
- Perturbation of numerical confidential data via skew-\(t\) distributions
- Introducing a family of distributions by using the class of normal mean-variance mixture
- On symmetry-modulated distributions: revisiting an old result and a step further
- A Skew Extension of the T-Distribution, with Applications
- Model-based clustering and classification with non-normal mixture distributions
- A new robust class of skew elliptical distributions
- A time-varying multivariate noncentral contaminated normal copula model and its application to the visualized dependence analysis of Hong Kong stock markets
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
- Extended generalized skew-elliptical distributions and their moments
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