A note on scale mixtures of skew normal distribution

DOI10.1016/j.spl.2008.01.008zbMath1152.62032OpenAlexW2025988970MaRDI QIDQ947160

Hyoung-Moon Kim

Publication date: 29 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.008

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (11)

Nonlinear mixed-effects models with scale mixture of skew-normal distributions ⋮ Joint distributional expansions of maxima and minima from skew-normal samples ⋮ On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions ⋮ Data projections by skewness maximization under scale mixtures of skew-normal vectors ⋮ Moments of scale mixtures of skew-normal distributions and their quadratic forms ⋮ On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations ⋮ On the canonical form of scale mixtures of skew-normal distributions ⋮ Spectral analysis of the fourth moment matrix ⋮ Local influence analysis for regression models with scale mixtures of skew-normal distributions ⋮ On Some Aspects of a Generalized Asymmetric Normal Distribution ⋮ A study of generalized skew-normal distribution

Uses Software

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