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

DOI10.4310/21-SII711OpenAlexW4214876972MaRDI QIDQ2116990

Olcay Arslan, Fatma Zehra Dogru

Publication date: 18 March 2022

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/21-sii711

zbMATH Keywords

EM algorithmML estimationMSGLNMSLNMSTN

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Statistics (62-XX) Probability distributions: general theory (60E05)

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