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Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties

  • Published:2014-07 Issue: Volume:128 Page:73-85
  • ISSN:0047-259X
  • Container-title:Journal of Multivariate Analysis
  • language:en
  • Short-container-title:Journal of Multivariate Analysis

Author:

Vilca Filidor,Balakrishnan N.,Zeller Camila Borelli

Funder

Fundação de Amparo à Pesquisa do Estado de Minas Gerais

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Fundação de Amparo à Pesquisa do Estado de São Paulo

Natural Sciences and Engineering Research Council of Canada

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference42 articles.

1. Scale mixtures of normal distributions;Andrews;J. Roy. Statist. Soc. Ser. B,1974

2. An alternative multivariate skew Laplace distribution: properties and estimation;Arslan;Statist. Papers,2010

3. Variance–mean mixture of Kotz-type distribution;Arslan;Comm. Statist. Theory Methods,2009

4. Statistical applications of the multivariate skew normal distribution;Azzalini;J. Roy. Statist. Soc. Ser. B,1999

5. The multivariate skew-normal distribution;Azzalini;Biometrika,1996

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