Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution
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Publication:5169738
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Cites work
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- scientific article; zbMATH DE number 51419 (Why is no real title available?)
- A multivariate skew-GARCH model
- Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
- Asymmetric multivariate normal mixture GARCH
- Density expansions based on the multivariate skew normal distribution
- Edgeworth Approximation of Multivariate Differential Entropy
- Extensions of Stein's Lemma for the Skew-Normal Distribution
- Factorization strategies for third-order tensors
- Finite mixture models
- Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data
- Numerical multilinear algebra and its applications
- On the best rank-1 approximation of higher-order supersymmetric tensors
- Rank-one approximation to high order tensors
- Realistic Statistical Modelling of Financial Data
- Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
- Symmetric Tensors and Symmetric Tensor Rank
- Symmetric tensor decomposition
- Tensor Decompositions and Applications
- The Skew-normal Distribution and Related Multivariate Families*
- The best rank-one approximation ratio of a tensor space
- The multivariate skew-normal distribution
- Third-order tensors as linear operators on a space of matrices
Cited in
(13)- Linear transformations to symmetry
- Penultimate gamma approximation in the CLT for skewed distributions
- The APP for estimating population proportion based on skew normal approximations and the Beta-Bernoulli process
- An implementation of a nonlinear skewing scheme
- Multi-normex distributions for the sum of random vectors. Rates of convergence
- Additive properties of skew normal random vectors
- Skewness-based projection pursuit: a computational approach
- Kurtosis removal for data pre-processing
- 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
- Singular value decomposition of the third multivariate moment
- Self-consistency and a generalized principal subspace theorem
- On the approximation of the tail probability of the scalar skew-normal distribution
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