An asymmetric multivariate weibull distribution

DOI10.1080/03610926.2019.1599949OpenAlexW2941513975MaRDI QIDQ5077508FDOQ5077508

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

Gaussian mixtureLaplace lawfinancial data modelingmultivariate Weibull distributionskew multivariate distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistics (62-XX) 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) Characterization and structure theory of statistical distributions (62E10)

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Cited In (3)

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

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