Pages that link to "Item:Q548642"
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The following pages link to Characteristic functions of scale mixtures of multivariate skew-normal distributions (Q548642):
Displaying 27 items.
- Expansions for log densities of multivariate estimates (Q340136) (← links)
- The exact density of the sum of independent skew normal random variables (Q730509) (← links)
- On the identifiability of finite mixture of skew-normal and skew-\(t\) distributions (Q900540) (← links)
- A note on scale mixtures of skew normal distribution (Q947160) (← links)
- A characterisation of scale mixtures of the uniform distribution (Q956358) (← links)
- Fast goodness-of-fit tests based on the characteristic function (Q1663267) (← links)
- Scale and shape mixtures of multivariate skew-normal distributions (Q1749985) (← links)
- An alternative matrix skew-normal random matrix and some properties (Q1987716) (← links)
- An overview on the progeny of the skew-normal family -- a personal perspective (Q2062793) (← links)
- Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions (Q2140045) (← links)
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution (Q2196130) (← links)
- A general approach for obtaining wrapped circular distributions via mixtures (Q2364053) (← links)
- Multivariate skew-normal generalized hyperbolic distribution and its properties (Q2451620) (← links)
- Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
- Characteristic function-based semiparametric inference for skew-symmetric models (Q2852623) (← links)
- Moments of scale mixtures of skew-normal distributions and their quadratic forms (Q2979587) (← links)
- Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering (Q5079131) (← links)
- Asymmetric heavy-tailed vector auto-regressive processes with application to financial data (Q5107711) (← links)
- Characterizing and Approximating Infinite Scale Mixtures of Normals (Q5201500) (← links)
- Stress-strength reliability of generalized skew-elliptical distributions and its Bayes estimation (Q5867408) (← links)
- The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
- Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples (Q6107550) (← links)
- An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings (Q6169187) (← links)
- Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function (Q6172158) (← links)
- Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions (Q6183688) (← links)
- Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations (Q6578138) (← links)
- The Bessel function expression of characteristic function (Q6641319) (← links)
