A multivariate two-factor skew model

DOI10.1080/02331880701342710zbMath1123.62037OpenAlexW1976592651MaRDI QIDQ5423138

John T. Chen, Jen Tang, Arjun K. Gupta

Publication date: 31 October 2007

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880701342710

zbMATH Keywords

moment generating functionskewnesstruncated datamultivariate distribution functionskew normal model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (3)

The use of isotones for comparing tests of normality against skew normal distributions ⋮ On Some Aspects of a Generalized Asymmetric Normal Distribution ⋮ A study of generalized skew-normal distribution

Cites Work

• A multivariate skew normal distribution.
• A class of multivariate skew-normal models
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• The Distribution of Stock Returns When the Market Is Up

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