Variance-Mean Mixture of Kotz-Type Distributions

DOI10.1080/03610920802192497zbMath1292.60016OpenAlexW2033829051MaRDI QIDQ5495195

Olcay Arslan

Publication date: 31 July 2014

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

Full work available at URL: https://doi.org/10.1080/03610920802192497

zbMATH Keywords

scale mixturegeneralized inverse Gaussian distributionextended generalized inverse Gaussian distributiongeneralized hyperbolic distributionKotz-type distributionnormal variance-mean mixture

Mathematics Subject Classification ID

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

Related Items

Multivariate skew-normal generalized hyperbolic distribution and its properties ⋮ Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution ⋮ Extending the multivariate generalised \(t\) and generalised \(VG\) distributions ⋮ Variance-mean mixture of the multivariate skew normal distribution

Uses Software

• QRM

Cites Work

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