Joe, Harry; Seshadri, Vanamamalai; Arnold, Barry C. - In: Statistics & Probability Letters 82 (2012) 12, pp. 2244-2251
Based on inverse Gaussian random variables being transformations of skew-normal random variables, multivariate inverse Gaussian densities are obtained from appropriate multivariate skew-normal distributions. The new skew-normal distributions have some closure properties not satisfied by other...