A Note On Regions of Given Probability of the Extended Skew-normal Distribution

DOI10.1080/03610926.2013.788710zbMath1380.62058OpenAlexW2036309504MaRDI QIDQ3462379

Antonio Canale

Publication date: 5 January 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2318/131988

zbMATH Keywords

normal approximationtolerance regionsskew-normal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Cites Work

• Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
• The nontruncated marginal of a truncated bivariate normal distribution
• Statistical aspects of the scalar extended skew-normal distribution
• Multivariate skew-normal distributions with applications in insurance
• Statistical Tolerance Regions: Theory, Applications, and Computation
• Graphical models for skew‐normal variates

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