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Multivariate skew Laplace normal distribution for modeling skewness and heavy-tailedness in multivariate data sets - MaRDI portal

Multivariate skew Laplace normal distribution for modeling skewness and heavy-tailedness in multivariate data sets (Q2116990)

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scientific article; zbMATH DE number 7493271
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English
Multivariate skew Laplace normal distribution for modeling skewness and heavy-tailedness in multivariate data sets
scientific article; zbMATH DE number 7493271

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    Multivariate skew Laplace normal distribution for modeling skewness and heavy-tailedness in multivariate data sets (English)
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    18 March 2022
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    EM algorithm
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    ML estimation
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    MSGLN
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    MSLN
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    MSTN
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