The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis

DOI10.1080/03610920600672252zbMath1102.62064OpenAlexW2164181085MaRDI QIDQ5484691

Rolf Larsson, Mattias Villani

Publication date: 21 August 2006

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

Full work available at URL: http://www.riksbank.com/upload/WorkingPapers/WP_175.pdf

zbMATH Keywords

maximum likelihoodmultivariate analysisskewness

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

Related Items (4)

Flexible asymmetric multivariate distributions based on two-piece univariate distributions ⋮ Laplace approximation for logistic Gaussian process density estimation and regression ⋮ Marginal distributions of random vectors generated by affine transformations of independent two-piece normal variables ⋮ An overview of skew distributions in model-based clustering

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