On the correlation structures of multivariate skew-normal distribution

DOI10.12697/ACUTM.2016.20.07zbMath1342.60023OpenAlexW2463208663MaRDI QIDQ2813859

Inger-Helen Maadik, Meelis Käärik, Ene Käärik

Publication date: 27 June 2016

Published in: Acta et Commentationes Universitatis Tartuensis de Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.12697/acutm.2016.20.07

zbMATH Keywords

multivariate skew-normal distributionautoregressive correlation structurecompound symmetry correlation structure

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

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