A multivariate modified skew-normal distribution
Sagnik Mondal, Reinaldo B. Arellano‐Valle, Marc G. Genton
Topics & Concepts
SkewnessSkew normal distributionMultivariate statisticsMathematicsSkewMultivariate normal distributionFisher informationUnivariateInverse-Wishart distributionMatrix t-distributionMatrix normal distributionKurtosisApplied mathematicsStatisticsNormal distributionMonotonic functionMultivariate stable distributionNormal-Wishart distributionExpectation–maximization algorithmComputer scienceMaximum likelihoodMathematical analysisTelecommunicationsStatistical Distribution Estimation and ApplicationsProbabilistic and Robust Engineering DesignReliability and Maintenance Optimization