Results 11 to 20 of about 115,259 (238)
A multivariate skew normal distribution
Journal of Multivariate Analysis, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gupta, Arjun K. +2 more
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Extensions of Stein's lemma for the skew-normal distribution [PDF]
, 2007 When two random variables have a bivariate normal distribution, Stein's lemma (Stein, 1973, 1981), provides, under certain regularity conditions, an expression for the covariance of the first variable with a function of the second.
Adcock, C.J.
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Cumulants of Multivariate Symmetric and Skew Symmetric Distributions [PDF]
Symmetry, 2021 This paper provides a systematic and comprehensive treatment for obtaining general expressions of any order, for the moments and cumulants of spherically and elliptically symmetric multivariate distributions; results for the case of multivariate t-distribution and related skew-t distribution are discussed in some detail.
Sreenivasa Rao Jammalamadaka +2 more
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The Skew Normal multivariate risk measurement framework [PDF]
Computational Management Science, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mauro Bernardi +2 more
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, 2020 We study the significance of non-Gaussianity in the likelihood of weak lensing shear two-point correlation functions, detecting significantly non-zero skewness and kurtosis in one-dimensional marginal distributions of shear two-point correlation ...
Eifler, Tim +6 more
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Fourth Moments and Independent Component Analysis [PDF]
, 2015 In independent component analysis it is assumed that the components of the observed random vector are linear combinations of latent independent random variables, and the aim is then to find an estimate for a transformation matrix back to these ...
Miettinen, Jari +3 more
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EMMIX-uskew: An R Package for Fitting Mixtures of Multivariate Skew t-distributions via the EM Algorithm [PDF]
, 2013 This paper describes an algorithm for fitting finite mixtures of unrestricted Multivariate Skew t (FM-uMST) distributions. The package EMMIX-uskew implements a closed-form expectation-maximization (EM) algorithm for computing the maximum likelihood (ML ...
Lee, Sharon X., McLachlan, Geoffrey J.
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On relative skewness for multivariate distributions [PDF]
TEST, 2015 Félix Belzunce, Julio Mulero and José M. Ruiz acknowledge support received from the Ministerio de Economía y Competitividad (Spain) under grant MTM2012-34023-FEDER.
Belzunce, Félix +3 more
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Mixtures of Common Skew-t Factor Analyzers [PDF]
, 2013 A mixture of common skew-t factor analyzers model is introduced for model-based clustering of high-dimensional data. By assuming common component factor loadings, this model allows clustering to be performed in the presence of a large number of mixture ...
Browne, Ryan P. +2 more
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Skewness for multivariate distributions: two approaches
The Annals of Statistics, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Avérous, Jean, Meste, Michel
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