Multivariate extremes of generalized skew-normal distributions

Natalia Lysenko; Parthanil Roy; Rolf Waeber

doi:10.1016/j.spl.2008.09.033

Multivariate extremes of generalized skew-normal distributions

Statistics & Probability Letters ◽

10.1016/j.spl.2008.09.033 ◽

2009 ◽

Vol 79 (4) ◽

pp. 525-533 ◽

Cited By ~ 12

Author(s):

Natalia Lysenko ◽

Parthanil Roy ◽

Rolf Waeber

Keyword(s):

Multivariate Extremes ◽

Normal Distributions ◽

Skew Normal Distributions ◽

Skew Normal

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Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation

Computational Statistics ◽

10.1007/s00180-021-01079-2 ◽

2021 ◽

Author(s):

Abbas Mahdavi ◽

Vahid Amirzadeh ◽

Ahad Jamalizadeh ◽

Tsung-I Lin

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Normal Distributions ◽

Skew Normal Distributions ◽

Skew Normal

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Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions

Statistical Papers ◽

10.1007/s00362-018-01061-z ◽

2018 ◽

Vol 61 (6) ◽

pp. 2643-2670

Author(s):

Wan-Lun Wang ◽

Ahad Jamalizadeh ◽

Tsung-I Lin

Keyword(s):

Finite Mixtures ◽

Normal Distributions ◽

Skew Normal Distributions ◽

Skew Normal

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Scale Mixtures of Skew-Normal Distributions

Finite Mixture of Skewed Distributions - SpringerBriefs in Statistics ◽

10.1007/978-3-319-98029-4_3 ◽

2018 ◽

pp. 15-36

Author(s):

Víctor Hugo Lachos Dávila ◽

Celso Rômulo Barbosa Cabral ◽

Camila Borelli Zeller

Keyword(s):

Normal Distributions ◽

Scale Mixtures ◽

Skew Normal Distributions ◽

Skew Normal

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Shape Mixture Models Based on Multivariate Extended Skew Normal Distributions

Predictive Econometrics and Big Data - Studies in Computational Intelligence ◽

10.1007/978-3-319-70942-0_20 ◽

2017 ◽

pp. 273-286

Author(s):

Weizhong Tian ◽

Tonghui Wang ◽

Fengrong Wei ◽

Fang Dai

Keyword(s):

Mixture Models ◽

Normal Distributions ◽

Skew Normal Distributions ◽

Skew Normal

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Mixtures of factor analyzers with scale mixtures of fundamental skew normal distributions

Advances in Data Analysis and Classification ◽

10.1007/s11634-020-00420-9 ◽

2020 ◽

Author(s):

Sharon X. Lee ◽

Tsung-I Lin ◽

Geoffrey J. McLachlan

Keyword(s):

Normal Distributions ◽

Scale Mixtures ◽

Skew Normal Distributions ◽

Mixtures Of Factor Analyzers ◽

Skew Normal

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Moments and quadratic forms of matrix variate skew normal distributions

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2013.851230 ◽

2015 ◽

Vol 45 (3) ◽

pp. 794-803

Author(s):

Shimin Zheng ◽

Jeff Knisley ◽

Kesheng Wang

Keyword(s):

Quadratic Forms ◽

Normal Distributions ◽

Skew Normal Distributions ◽

Skew Normal

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A Kolmogorov–Smirnov type test for skew normal distributions based on the empirical moment generating function

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2006.04.012 ◽

2007 ◽

Vol 137 (8) ◽

pp. 2681-2688 ◽

Cited By ~ 32

Author(s):

Simos G. Meintanis

Keyword(s):

Generating Function ◽

Moment Generating Function ◽

Normal Distributions ◽

Type Test ◽

Kolmogorov Smirnov ◽

Skew Normal Distributions ◽

Empirical Moment Generating Function ◽

Skew Normal

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Development of statistical convolutions of truncated normal and truncated skew normal distributions with applications

Journal of Statistical Theory and Practice ◽

10.1080/15598608.2016.1244022 ◽

2016 ◽

Vol 11 (1) ◽

pp. 1-25 ◽

Cited By ~ 1

Author(s):

Russell Krenek ◽

Jinho Cha ◽

Byung Rae Cho ◽

Julia L. Sharp

Keyword(s):

Normal Distributions ◽

Truncated Normal ◽

Skew Normal Distributions ◽

Skew Normal

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Multivariate extreme models based on underlying skew-t and skew-normal distributions

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2011.01.014 ◽

2011 ◽

Vol 102 (5) ◽

pp. 977-991 ◽

Cited By ~ 25

Author(s):

Simone A. Padoan

Keyword(s):

Normal Distributions ◽

Skew Normal Distributions ◽

Skew Normal

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On the Unification of Families of Skew-normal Distributions

Scandinavian Journal of Statistics ◽

10.1111/j.1467-9469.2006.00503.x ◽

2006 ◽

Vol 33 (3) ◽

pp. 561-574 ◽

Cited By ~ 199

Author(s):

REINALDO B. ARELLANO-VALLE ◽

ADELCHI AZZALINI

Keyword(s):

Normal Distributions ◽

Skew Normal Distributions ◽

Skew Normal

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