Saddlepoint Approximation to the Linear Combination Based on Multivariate Skew-normal Distribution
نویسندگان
چکیده
منابع مشابه
On the multivariate Skew-Normal distribution and its scale mixtures
In this paper we study the multivariate skew-normal distribution and its scale mixtures, as extensions of the similar non-skewed distributions. Different parameterizations and some properties are investigated. ∗ Subject Classification: 60E05.
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ژورنال
عنوان ژورنال: Korean Journal of Applied Statistics
سال: 2014
ISSN: 1225-066X
DOI: 10.5351/kjas.2014.27.5.809