Pages that link to "Item:Q5949984"

The following pages link to A general class of multivariate skew-elliptical distributions (Q5949984):

Displaying 42 items.

• On Quantile‐based Asymmetric Family of Distributions: Properties and Inference (Q6086583) (← links)
• Estimation for finite mixture of mode regression models using skew-normal distribution (Q6096207) (← links)
• On the canonical form of scale mixtures of skew-normal distributions (Q6100929) (← links)
• Robust mixture regression modeling based on two-piece scale mixtures of normal distributions (Q6106157) (← links)
• A generalized normal scores test that increases the power of a test of significance for a coefficient in a linear model (Q6107608) (← links)
• (Q6110202) (← links)
• Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution (Q6133746) (← links)
• Model-based clustering and classification using mixtures of multivariate skewed power exponential distributions (Q6156314) (← links)
• Tail dependence functions of two classes of bivariate skew distributions (Q6164837) (← links)
• Robust tests for scatter separability beyond Gaussianity (Q6166907) (← links)
• Bayesian P-splines applied to semiparametric models with errors following a scale mixture of normals (Q6167543) (← links)
• A stochastic approximation ECME algorithm to semi-parametric scale mixtures of centred skew normal regression models (Q6171792) (← links)
• Fisher information and its extensions based on infinite mixture density functions (Q6175303) (← links)
• Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions (Q6183688) (← links)
• A multivariate skew-normal-Tukey-\(h\) distribution (Q6189154) (← links)
• On extreme quantile region estimation under heavy-tailed elliptical distributions (Q6536699) (← links)
• On symmetry-modulated distributions: revisiting an old result and a step further (Q6541441) (← links)
• A skew-\(t\) quantile regression for censored and missing data (Q6541791) (← links)
• Likelihood-based inference for linear mixed-effects models using the generalized hyperbolic distribution (Q6548855) (← links)
• A robust class of nonlinear autoregressive models with regression function and dependent innovations using semiparametric kernel estimation (Q6552934) (← links)
• Semiparametric mixture of linear regressions with nonparametric Gaussian scale mixture errors (Q6552945) (← links)
• Estimation in shape mixtures of skew-normal linear regression models via ECM coupled with Gibbs sampling (Q6554574) (← links)
• Bayesian multivariate nonlinear mixed models for censored longitudinal trajectories with non-monotone missing values (Q6566364) (← links)
• A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression \(\text{models}^*\) (Q6567445) (← links)
• The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution (Q6569185) (← links)
• Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons (Q6571715) (← links)
• Modelling and estimation for bivariate financial returns (Q6574879) (← links)
• Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations (Q6578138) (← links)
• A general construction of multivariate dependence structures with nonmonotone mappings and its applications (Q6579150) (← links)
• Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications (Q6593073) (← links)
• A Bayesian approach for mixed effects state-space models under skewness and heavy tails (Q6595075) (← links)
• Conjugacy properties of multivariate unified skew-elliptical distributions (Q6615375) (← links)
• Conditional Extremes in Asymmetric Financial Markets (Q6626295) (← links)
• Three-way data clustering based on the mean-mixture of matrix-variate normal distributions (Q6626683) (← links)
• Scale mixture of skew-normal linear mixed models with within-subject serial dependence (Q6627708) (← links)
• Spatial skew-normal/independent models for nonrandomly missing clustered data (Q6628090) (← links)
• Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science (Q6640105) (← links)
• Analyzing skewed financial data using skew scale-shap mixtures of multivariate normal distributions (Q6649141) (← links)
• Scale mixtures of multivariate centered skew-normal distributions (Q6657822) (← links)
• Skew multiple scaled mixtures of normal distributions with flexible tail behavior and their application to clustering (Q6657931) (← links)
• Time series clustering based on latent volatility mixture modeling with applications in finance (Q6659349) (← links)
• Robust clustering based on finite mixture of multivariate fragmental distributions (Q6669928) (← links)