Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution
DOI10.1239/JAP/1402578637zbMATH Open1304.60030OpenAlexW2033566172MaRDI QIDQ5169738FDOQ5169738
Authors: Marcus C. Christiansen, Nicola M. R. Loperfido 
Publication date: 11 July 2014
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1402578637
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Multilinear algebra, tensor calculus (15A69) Central limit and other weak theorems (60F05) Approximations to statistical distributions (nonasymptotic) (62E17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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Cited In (13)
- Singular value decomposition of the third multivariate moment
- Penultimate gamma approximation in the CLT for skewed distributions
- Additive properties of skew normal random vectors
- Skewness-based projection pursuit: a computational approach
- Self-consistency and a generalized principal subspace theorem
- On the approximation of the tail probability of the scalar skew-normal distribution
- Asymptotic distribution of the sum of skew-normal random variables: application in data envelopment analysis
- A note on regions of given probability of the skew-normal distribution
- An implementation of a nonlinear skewing scheme
- Kurtosis removal for data pre-processing
- Multi-normex distributions for the sum of random vectors. Rates of convergence
- Linear transformations to symmetry
- The APP for estimating population proportion based on skew normal approximations and the Beta-Bernoulli process
Uses Software
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