Moments of truncated scale mixtures of skew-normal distributions

DOI10.1214/19-BJPS438zbMath1445.62030MaRDI QIDQ783269

Aldo M. Garay, Victor Hugo Lachos, Celso Rômulo Barbosa Cabral

Publication date: 12 August 2020

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1595232023

zbMATH Keywords

momentskurtosisskewnessscale mixtures of skew-normal distributionstruncated distributions

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Censored data models (62N01) Exact distribution theory in statistics (62E15)

Related Items (3)

Mixture of linear experts model for censored data: a novel approach with scale-mixture of normal distributions ⋮ Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution ⋮ Linear censored regression models with skew scale mixtures of normal distributions

Uses Software

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