Multivariate unified skew-\(t\) distributions and their properties

DOI10.1016/j.jmva.2024.105322MaRDI QIDQ6596171

Maicon J. Karling, Reinaldo B. Arellano-Valle, Marc G. Genton, Kesen Wang

Publication date: 2 September 2024

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

zbMATH Keywords

skewnessheavy taillatent variableunified skew-\(t\) distributionunified skew-normal distributionselection distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Multivariate analysis (62Hxx)

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