Location-scale mixture of skew-elliptical distributions: looking at the robust modeling
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slash distributionheavy tailed distributionslocation-scale mixture distributionsskew elliptical distributions
Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
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- A Skew Extension of the T-Distribution, with Applications
- A family of skew-slash distributions and estimation of its parameters via an EM algorithm
- A general class of multivariate skew-elliptical distributions
- A new class of multivariate skew distributions with applications to bayesian regression models
- A new family of slash-distributions with elliptical contours
- A new look at the statistical model identification
- An alternative multivariate skew-slash distribution
- An asymmetric extension for the family of elliptical slash distributions
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Finite mixture modelling using the skew normal distribution
- Maximum likelihood parameter estimation for the multivariate skew-slash distribution
- Moments of random vectors with skew \(t\) distribution and their quadratic forms.
- Moments of skew-normal random vectors and their quadratic forms
- On rates of convergence of efficient detection criteria in signal processing with white noise
- Robust mixture modeling based on scale mixtures of skew-normal distributions
- Standard errors of fitted component means of normal mixture
- The multivariate skew-normal distribution
- The multivariate skew-slash distribution
- Understanding some long‐tailed symmetrical distributions
Cited in
(4)- The location-scale mixture exponential power distribution: a Bayesian and maximum likelihood approach
- A family of skew-slash distributions and estimation of its parameters via an EM algorithm
- Scale and shape mixtures of multivariate skew-normal distributions
- Tail conditional moment for generalized skew-elliptical distributions
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