Flexible asymmetric multivariate distributions based on two-piece univariate distributions

DOI10.1007/s10463-022-00842-6OpenAlexW4289523899MaRDI QIDQ2679232

Anneleen Verhasselt, Jonas Baillien, Irène Gijbels

Publication date: 19 January 2023

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-022-00842-6

zbMATH Keywords

maximum likelihood estimationaffine combinationmultivariate skew distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• BOBYQA
• sn
• NLopt
• RStan
• rstan

Cites Work

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