Conditional distributions of multivariate normal mean-variance mixtures

DOI10.1016/J.SPL.2018.10.005zbMath1407.62173OpenAlexW2897694661MaRDI QIDQ1726830

Ahad Jamalizadeh, Narayanaswamy Balakrishnan

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.10.005

zbMATH Keywords

conditional distributionnormal mean-variance models

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

Modeling spatial extremes using normal mean-variance mixtures ⋮ On multivariate selection scale-mixtures of normal distributions

Uses Software

• QRM

Cites Work

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• Normal Variance-Mean Mixtures and z Distributions
• On the Conditional Distribution of the Multivariate t Distribution

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