Multivariate Geometric Skew-Normal Distribution
, 2017 Azzalini (1985) introduced a skew-normal distribution of which normal distribution is a special case. Recently Kundu (2014) introduced a geometric skew-normal distribution and showed that it has certain advantages over Azzalini's skew-normal distribution.
Kundu, Debasis
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Properties of the Bellman Gamma Distribution [PDF]
, 2011 2000 Mathematics Subject Classification: 62H10.The Bellman gamma distribution is a matrix variate distribution, which is a generalization of the Wishart distribution.
Veleva, Evelina
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On information plus noise kernel random matrices
, 2009 Kernel random matrices have attracted a lot of interest in recent years, from both practical and theoretical standpoints. Most of the theoretical work so far has focused on the case were the data is sampled from a low-dimensional structure. Very recently,
Karoui, Noureddine El
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Archimedean Copulae and Positive Dependence. [PDF]
In the first part of the paper we consider positive dependence properties of Archimedean copulae. Especially we characterize the Archimedean copulae that are multivariate totally positive of order 2 (MTP2) and conditionally increasing in sequence. In the
Alfred Müller, Marco Scarsini
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On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure. [PDF]
J Stat Theory Pract, 2023 Sarkar P +2 more
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On Complex Matrix-Variate Dirichlet Averages and Its Applications in Various Sub-Domains. [PDF]
Entropy (Basel), 2023 Thankamani P, Sebastian N, Haubold HJ.
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Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates. [PDF]
J Appl Stat, 2022 Opheim T, Roy A.
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Logistic Regression Model for a Bivariate Binomial Distribution with Applications in Baseball Data Analysis. [PDF]
Entropy (Basel), 2022 Han Y, Kim J, Ng HKT, Kim SW.
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Influence of Transfer Entropy in the Short-Term Prediction of Financial Time Series Using an ∊-Machine. [PDF]
Entropy (Basel), 2022 Zavala-Díaz JC +4 more
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Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines. [PDF]
Extremes (Boston), 2023 Bücher A +3 more
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