An asymmetric multivariate weibull distribution

DOI10.1080/03610926.2019.1599949MaRDI QIDQ5077508zbMATH OpenOpenAlexFDO

Authors Višnja Jurić, Mihael Perman, Tomasz J. Kozubowski

Publication date 18 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1599949

zbMATH Keywords

financial data modelingGaussian mixtureLaplace lawmultivariate Weibull distributionskew multivariate distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistics (62-XX) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(3)

• On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws
• Distributions derived from the continuous iteration of the hyperbolic sine function
• A new class of distributions on the whole real line based on the continuous iteration approach

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