A multivariate two-factor skew model
type: Item
instance of: scholarly article
title: A multivariate two-factor skew model
zbMATH Open document ID: 1123.62037
DOI: 10.1080/02331880701342710
author: Arjun K. Gupta
author: John T. Chen
author: Jen Tang
published in: Statistics
publication date: 2007-10-31T00:00:00Z
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 5206804
zbMATH Keywords: skewness
zbMATH Keywords: skew normal model
zbMATH Keywords: moment generating function
zbMATH Keywords: multivariate distribution function
zbMATH Keywords: truncated data
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/02331880701342710
OpenAlex ID: W1976592651
cites work: The multivariate skew-normal distribution
cites work: Statistical Applications of the Multivariate Skew Normal Distribution
cites work: A multivariate skew normal distribution.
cites work: A class of multivariate skew-normal models
cites work: The Distribution of Stock Returns When the Market Is Up
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description: scientific article; zbMATH DE number 5206804