Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function

Author:

Karling Maicon J.,Genton Marc G.,Meintanis Simos G.

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science

Reference53 articles.

1. Abdul-Hamid, H., Nolan, J.P.: Multivariate stable densities as functions of one dimensional projections. J. Multivar. Anal. 67(1), 80–89 (1998)

2. Arslan, O.: An alternative multivariate skew Laplace distribution: properties and estimation. Stat. Pap. 51(4), 865–887 (2010)

3. Azzalini, A.: sn: the skew-normal and related distributions such as the skew-t and the SUN (2022). R package version 2.1.0. https://cran.r-project.org/web/packages/sn/

4. Azzalini, A., Capitanio, A.: Statistical applications of the multivariate skew normal distribution. J. Roy. Stat. Soc. B 61(3), 579–602 (1999)

5. Azzalini, A., Capitanio, A.: The Skew-Normal and Related Families. Cambridge University Press, New York (2014)

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