On fundamental skew distributions
Journal of Multivariate Analysis
About the shape parameters of the family of Laplace distribution functions
MATH'05 Proceedings of the 8th WSEAS International Conference on Applied Mathematics
Maximum likelihood estimation for multivariate skew normal mixture models
Journal of Multivariate Analysis
Distribution of quadratic forms under skew normal settings
Journal of Multivariate Analysis
Analysis of multivariate skew normal models with incomplete data
Journal of Multivariate Analysis
Estimation and inference for dependence in multivariate data
Journal of Multivariate Analysis
Approximate Bayesian inference in spatial GLMM with skew normal latent variables
Computational Statistics & Data Analysis
Skew-Radial Basis Function Expansions for Empirical Modeling
SIAM Journal on Scientific Computing
On mixtures of skew normal and skew $$t$$-distributions
Advances in Data Analysis and Classification
An accept-reject algorithm for the positive multivariate normal distribution
Computational Statistics
Mixtures of skewed Kalman filters
Journal of Multivariate Analysis
Kalman filter variants in the closed skew normal setting
Computational Statistics & Data Analysis
| Hi-index | 0.00 |
In this paper, we define a new class of multivariate skew-normal distributions. Its properties are studied. In particular we derive its density, moment generating function, the first two moments and marginal and conditional distributions. We illustrate the contours of a bivariate density as well as conditional expectations. We also give an extension to construct a general multivariate skew normal distribution.