The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
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Cites work
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
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- Measures of multivariate skewness and kurtosis with applications
- Methods for the two-piece normal distribution
- Normal Multivariate Analysis and the Orthogonal Group
- On Bayesian Modeling of Fat Tails and Skewness
- Orientation statistics
- Parameterization and Bayesian Modeling
- Priors for unit root models
- The epsilon-skew-normal distribution for analyzing near-normal data
- The Geometry of Algorithms with Orthogonality Constraints
- The multivariate skew-normal distribution
- Using simulation methods for bayesian econometric models: inference, development,and communication
Cited in
(5)- An overview of skew distributions in model-based clustering
- Principal component analysis in an asymmetric norm
- Flexible asymmetric multivariate distributions based on two-piece univariate distributions
- Marginal distributions of random vectors generated by affine transformations of independent two-piece normal variables
- Laplace approximation for logistic Gaussian process density estimation and regression
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