Characteristic functions of scale mixtures of multivariate skew-normal distributions
From MaRDI portal
(Redirected from Publication:548642)
Recommendations
- Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions
- Scale and shape mixtures of multivariate skew-normal distributions
- On the multivariate skew-normal distribution and its scale mixtures
- Skew scale mixtures of normal distributions: properties and estimation
- Scale mixtures of skew-normal-Cauchy distributions
- A general class of scale-shape mixtures of skew-normal distributions: properties and estimation
- Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions
- A note on scale mixtures of skew normal distribution
- On the canonical form of scale mixtures of skew-normal distributions
- Scale and shape mixtures of matrix variate extended skew normal distributions
Cites work
- scientific article; zbMATH DE number 3863589 (Why is no real title available?)
- scientific article; zbMATH DE number 5356222 (Why is no real title available?)
- scientific article; zbMATH DE number 3814654 (Why is no real title available?)
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- scientific article; zbMATH DE number 4058622 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 2062406 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- scientific article; zbMATH DE number 3319139 (Why is no real title available?)
- A general class of multivariate skew-elliptical distributions
- A note on the equicorrelated multivariate normal distribution
- A unified view on skewed distributions arising from selections
- An approximation for the complex normal probability integral
- An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
- Bayesian Inference for Stable Distributions
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Multivariate T-Distributions and Their Applications
- On fundamental skew distributions
- On the Unification of Families of Skew-normal Distributions
- Robust Likelihood Methods Based on the Skew-t and Related Distributions
- Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective
- Statistical Applications of the Multivariate Skew Normal Distribution
- The Skew-normal Distribution and Related Multivariate Families*
- The multivariate skew-normal distribution
- The multivariate skew-slash distribution
- The wrapped skew-normal distribution on the circle
Cited in
(29)- Multivariate skew-normal generalized hyperbolic distribution and its properties
- An alternative matrix skew-normal random matrix and some properties
- A characterisation of scale mixtures of the uniform distribution
- A note on scale mixtures of skew normal distribution
- Fast goodness-of-fit tests based on the characteristic function
- On the canonical form of scale mixtures of skew-normal distributions
- An overview on the progeny of the skew-normal family -- a personal perspective
- Scale and shape mixtures of multivariate skew-normal distributions
- Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations
- Characterizing and Approximating Infinite Scale Mixtures of Normals
- Stress-strength reliability of generalized skew-elliptical distributions and its Bayes estimation
- The exact density of the sum of independent skew normal random variables
- An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
- Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function
- On the identifiability of finite mixture of skew-normal and skew-\(t\) distributions
- Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
- The sparse method of simulated quantiles: An application to portfolio optimization
- Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions
- The Bessel function expression of characteristic function
- Expansions for log densities of multivariate estimates
- Asymmetric heavy-tailed vector auto-regressive processes with application to financial data
- On the multivariate skew-normal distribution and its scale mixtures
- A general approach for obtaining wrapped circular distributions via mixtures
- Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering
- Moments of scale mixtures of skew-normal distributions and their quadratic forms
- Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution
- Characteristic function-based semiparametric inference for skew-symmetric models
This page was built for publication: Characteristic functions of scale mixtures of multivariate skew-normal distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q548642)
