An asymmetric multivariate weibull distribution

DOI10.1080/03610926.2019.1599949OpenAlexW2941513975MaRDI QIDQ5077508

Mihael Perman, Višnja Jurić, Tomasz J. Kozubowski

Publication date: 18 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1599949

zbMATH Keywords

Gaussian mixtureLaplace lawfinancial data modelingmultivariate Weibull distributionskew multivariate distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics (62-XX) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Distributions derived from the continuous iteration of the hyperbolic sine function ⋮ A new class of distributions on the whole real line based on the continuous iteration approach

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