A multivariate skew-normal-Tukey-\(h\) distribution

DOI10.1016/j.jmva.2023.105260arXiv2310.11779OpenAlexW4389080887MaRDI QIDQ6189154

Marc G. Genton, Sagnik Mondal

Publication date: 12 January 2024

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2310.11779

zbMATH Keywords

heavy-tailsskew-\(t\)skew-normalnon-Gaussian distributionLambert's-\(W\)Tukey-\(h\)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory of statistical distributions (62E10) Multivariate analysis (62Hxx)

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