The multivariate tail-inflated normal distribution and its application in finance
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Publication:5033962
Cites work
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Cited in
(14)- New bivariate and multivariate log-normal distributions as models for insurance data
- A Laplace-based model with flexible tail behavior
- Parsimony and parameter estimation for mixtures of multivariate leptokurtic-normal distributions
- Parsimonious mixtures for the analysis of tensor-variate data
- Skew multiple scaled mixtures of normal distributions with flexible tail behavior and their application to clustering
- Uncovering a generalised gamma distribution: from shape to interpretation
- Multivariate Contaminated Normal Censored Regression Model: Properties and Maximum Likelihood Inference
- Model-based clustering via new parsimonious mixtures of heavy-tailed distributions
- Normalized Exponential Tilting
- The Role of the Normal Distribution in Financial Markets
- Multiple scaled symmetric distributions in allometric studies
- Multivariate cluster weighted models using skewed distributions
- Dimension-wise scaled normal mixtures with application to finance and biometry
- Parsimonious hidden Markov models for matrix-variate longitudinal data
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