Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties
Year of publication: |
2014
|
---|---|
Authors: | Vilca, Filidor ; Balakrishnan, N. ; Zeller, Camila Borelli |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 128.2014, C, p. 73-85
|
Publisher: |
Elsevier |
Subject: | Generalized inverse Gaussian distribution | Skew-normal distribution | Heavy-tailed distributions | Skewness and kurtosis | Normal inverse Gaussian distribution | Skew-Normal Generalized Hyperbolic distribution | Mixtures |
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