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Multivariate skew-normal generalized hyperbolic distribution and its properties - MaRDI portal

Multivariate skew-normal generalized hyperbolic distribution and its properties (Q2451620)

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Multivariate skew-normal generalized hyperbolic distribution and its properties
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    Multivariate skew-normal generalized hyperbolic distribution and its properties (English)
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    4 June 2014
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    generalized inverse Gaussian distribution
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    skew-normal distribution
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    heavy-tailed distributions
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    skewness and kurtosis
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    normal inverse Gaussian distribution
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    skew-normal generalized hyperbolic distribution
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    mixtures
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