The exact density of the sum of independent skew normal random variables
DOI10.1016/J.CAM.2016.06.032zbMATH Open1357.62219OpenAlexW2496330408MaRDI QIDQ730509FDOQ730509
Authors: Rui Li, Saralees Nadarajah 
Publication date: 28 December 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.06.032
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Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Characterization and structure theory of statistical distributions (62E10)
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Cited In (11)
- Forecasting portfolio returns with skew-geometric Brownian motions
- Sampling distributions of skew normal populations associated with closed skew normal distributions
- Point estimation of the location parameter of a skew-normal distribution: some fixed sample and asymptotic results
- Computational analysis on Hopf bifurcation and stability for a consumer-resource model with nonlinear functional response
- Approximate pairwise likelihood inference in SGLM models with skew normal latent variables
- Improved Approximation of the Sum of Random Vectors by the Skew Normal Distribution
- Compound Dirichlet Processes
- Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples
- Delay-induced Hopf bifurcation in a diffusive Holling-Tanner predator-prey model with ratio-dependent response and Smith growth
- A Hamiltonian Monte Carlo EM algorithm for generalized linear mixed models with spatial skew latent variables
- A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions
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