Marchenko, Yulia V.; Genton, Marc G. - In: Stata Journal 10 (2010) 4, pp. 507-539
Nonnormal data arise often in practice, prompting the development of flexible distributions for modeling such situations. In this article, we describe two multivariate distributions, the skew-normal and the skew-t, which can be used to model skewed and heavy-tailed continuous data. We then...