Multivariate extended skew-t distributions and related families
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Multivariate extended skew-\(t\) distributions and related families
Multivariate extended skew-\(t\) distributions and related families
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Cites work
- A general class of multivariate skew-elliptical distributions
- A unified view on skewed distributions arising from selections
- Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
- Censored time series analysis with autoregressive moving average models
- Definition and probabilistic properties of skew-distributions.
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Graphical models for skew‐normal variates
- Hidden truncation models
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- scientific article; zbMATH DE number 5196664 (Why is no real title available?)
- Inferential Aspects of the Skew Exponential Power Distribution
- Measures of multivariate skewness and kurtosis with applications
- On fundamental skew distributions
- On the information matrix of the multivariate skew-\(t\) model
- On the Unification of Families of Skew-normal Distributions
- Perturbation of numerical confidential data via skew-t distributions
- Robust Likelihood Methods Based on the Skew-t and Related Distributions
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
- The skew-Cauchy distribution
- The Skew-normal Distribution and Related Multivariate Families*
Cited in
(58)- A dynamic linear model with extended skew-normal for the initial distribution of the state parameter
- Extremal properties of the univariate extended skew-normal distribution. Part A.
- Extremal properties of the multivariate extended skew-normal distribution. Part B
- Using parametric classification trees for model selection with applications to financial risk management
- Mixtures of generalized hyperbolic distributions and mixtures of skew-t distributions for model-based clustering with incomplete data
- A formulation for continuous mixtures of multivariate normal distributions
- An overview on the progeny of the skew-normal family -- a personal perspective
- 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
- 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
- A new robust class of skew elliptical distributions
- An EM algorithm for estimating the parameters of the multivariate skew-normal distribution with censored responses
- Asymmetric tail dependence modeling, with application to cryptocurrency market data
- A time-varying multivariate noncentral contaminated normal copula model and its application to the visualized dependence analysis of Hong Kong stock markets
- High-dimensional inference using the extremal skew-\(t\) process
- On the multivariate extended skew-normal, normal-exponential, and normal-gamma distributions
- Variance-mean mixture of the multivariate skew normal distribution
- On the extended two-parameter generalized skew-normal distribution
- Extended generalized skew-elliptical distributions and their moments
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
- Model-based clustering and classification with non-normal mixture distributions
- Semiparametric Efficient and Robust Estimation of an Unknown Symmetric Population Under Arbitrary Sample Selection Bias
- Models for extremal dependence derived from skew-symmetric families
- Perturbation of numerical confidential data via skew-t distributions
- On mixtures of skew normal and skew t-distributions
- Mixtures of skewed Kalman filters
- Hedges or safe havens -- revisit the role of gold and USD against stock: a multivariate extended skew-t copula approach
- Higher-order expansions of extremes from mixed skew-t distribution
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- A Skew Extension of the T-Distribution, with Applications
- Shannon entropy and mutual information for multivariate skew-elliptical distributions
- Estimation and diagnostic analysis in skew-generalized-normal regression models
- Multivariate skew-normal at linear mixed models for multi-outcome longitudinal data
- Performance of extrapolation based on Pitman's measure of closeness in spatial regression models with extended skew \(t\) innovations
- On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
- Distributional results for L-statistics based on random vectors with multivariate elliptical distributions
- Likelihood-based inference for Tobit confirmatory factor analysis using the multivariate Student-t distribution
- Likelihood-based inference for the multivariate skew-t regression with censored or missing responses
- Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
- A multivariate skew-normal-Tukey-h distribution
- 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
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution
- Statistical disclosure control for continuous variables using an extended skew-t copula
- Multivariate unified skew-t distributions and their properties
- Conjugacy properties of multivariate unified skew-elliptical distributions
- Three-way data clustering based on the mean-mixture of matrix-variate normal distributions
- Bayesian analysis of heavy-tailed Heckman selection models using Hamiltonian Monte Carlo
- Skewness and kurtosis projection pursuit for the multivariate extended skew-normal and skew-student distributions
- A family of multivariate extended skew-G-elliptical distributions
- Bivariate extended skew-elliptical Heckman models: mathematical characterization and an application in economic sciences
- Expressions for marginal mean excess and marginal expected shortfall measures under bivariate scale mixture of normal distribution
- Influence analysis for skew-normal semiparametric joint models of multivariate longitudinal and multivariate survival data
- Multivariate extreme models based on underlying skew-t and skew-normal distributions
- Sample-selection regression with bivariate warped skew-elliptical latent variables: observed-data likelihood and numerical inference
- Transformation-conditioning Heckman-type selection models with extended skew-elliptical errors: mathematical characterization, computational aspects, and applications
- A sample selection model with skew-normal distribution
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