Multivariate extended skew-\(t\) distributions and related families

DOI10.1007/BF03263536zbMath1301.62016OpenAlexW1976718372MaRDI QIDQ478207

Marc G. Genton, Reinaldo B. Arellano-Valle

Publication date: 3 December 2014

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf03263536

zbMATH Keywords

Fisher informationkurtosisnon-normalskewnesselliptically contoured distributionsconfidential data perturbation

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Uses Software

• sn
• QSIMVN

Cites Work

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