Mondal, Sagnik; Genton, Marc G. A multivariate skew-normal-Tukey-\(h\) distribution. (English) Zbl 07787460 J. Multivariate Anal. 200, Article ID 105260, 21 p. (2024). MSC: 62Hxx 62H10 62E10 PDFBibTeX XMLCite \textit{S. Mondal} and \textit{M. G. Genton}, J. Multivariate Anal. 200, Article ID 105260, 21 p. (2024; Zbl 07787460) Full Text: DOI arXiv
Yin, Chuancun; Balakrishnan, Narayanaswamy Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions. (English) Zbl 07783449 J. Multivariate Anal. 199, Article ID 105240, 12 p. (2024). MSC: 62Hxx 60E10 62H05 PDFBibTeX XMLCite \textit{C. Yin} and \textit{N. Balakrishnan}, J. Multivariate Anal. 199, Article ID 105240, 12 p. (2024; Zbl 07783449) Full Text: DOI arXiv
Wu, Weisan; Li, Shaoting Penalized maximum likelihood estimator for finite multivariate skew normal mixtures. (English) Zbl 07767125 Commun. Stat., Theory Methods 52, No. 23, 8280-8305 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Wu} and \textit{S. Li}, Commun. Stat., Theory Methods 52, No. 23, 8280--8305 (2023; Zbl 07767125) Full Text: DOI
Zhang, Zhongwei; Arellano-Valle, Reinaldo B.; Genton, Marc G.; Huser, Raphaël Tractable Bayes of skew-elliptical link models for correlated binary data. (English) Zbl 1522.62291 Biometrics 79, No. 3, 1788-1800 (2023). MSC: 62P10 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Biometrics 79, No. 3, 1788--1800 (2023; Zbl 1522.62291) Full Text: DOI arXiv
Zeng, Xin; Cao, Xingyun; Wu, Liucang Estimation for finite mixture of mode regression models using skew-normal distribution. (English) Zbl 07736154 Commun. Stat., Theory Methods 52, No. 20, 7479-7501 (2023). MSC: 62F10 65J05 PDFBibTeX XMLCite \textit{X. Zeng} et al., Commun. Stat., Theory Methods 52, No. 20, 7479--7501 (2023; Zbl 07736154) Full Text: DOI
Fourdrinier, Dominique; Kubokawa, Tatsuya; Strawderman, William E. Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution. (English) Zbl 07730323 Sankhyā, Ser. A 85, No. 1, 808-828 (2023). MSC: 62H12 62F10 62C99 PDFBibTeX XMLCite \textit{D. Fourdrinier} et al., Sankhyā, Ser. A 85, No. 1, 808--828 (2023; Zbl 07730323) Full Text: DOI
Taddeo, Marcelo M.; Morettin, Pedro A. Bayesian P-splines applied to semiparametric models with errors following a scale mixture of normals. (English) Zbl 07723371 Sankhyā, Ser. A 85, No. 2, 1331-1355 (2023). MSC: 62G08 62F15 PDFBibTeX XMLCite \textit{M. M. Taddeo} and \textit{P. A. Morettin}, Sankhyā, Ser. A 85, No. 2, 1331--1355 (2023; Zbl 07723371) Full Text: DOI
Kharazmi, Omid; Jamali, Hassan; Contreras-Reyes, Javier E. Fisher information and its extensions based on infinite mixture density functions. (English) Zbl 07715810 Physica A 624, Article ID 128959, 12 p. (2023). MSC: 82-XX PDFBibTeX XMLCite \textit{O. Kharazmi} et al., Physica A 624, Article ID 128959, 12 p. (2023; Zbl 07715810) Full Text: DOI
de Freitas, João Victor B.; Azevedo, Caio L. N.; Nobre, Juvêncio S. A stochastic approximation ECME algorithm to semi-parametric scale mixtures of centred skew normal regression models. (English) Zbl 1516.62010 Stat. Comput. 33, No. 2, Paper No. 51, 20 p. (2023). MSC: 62-08 62L20 PDFBibTeX XMLCite \textit{J. V. B. de Freitas} et al., Stat. Comput. 33, No. 2, Paper No. 51, 20 p. (2023; Zbl 1516.62010) Full Text: DOI
Kim, Seungkyu; Park, Seongoh; Lim, Johan; Lee, Sang Han Robust tests for scatter separability beyond Gaussianity. (English) Zbl 07708449 Comput. Stat. Data Anal. 179, Article ID 107633, 14 p. (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{S. Kim} et al., Comput. Stat. Data Anal. 179, Article ID 107633, 14 p. (2023; Zbl 07708449) Full Text: DOI
Zarei, Atefeh; Khodadadi, Zahra; Jafarpour, Hediyeh; Malaki, Mohsen The flexible transmuted record type-scale mixture of normal family and its \(\mathrm{AR}(1)\) extension. (English) Zbl 07707387 J. Math. Ext. 17, No. 2, Paper No. 1, 23 p. (2023). MSC: 62M10 PDFBibTeX XMLCite \textit{A. Zarei} et al., J. Math. Ext. 17, No. 2, Paper No. 1, 23 p. (2023; Zbl 07707387) Full Text: DOI
Anceschi, Niccolò; Fasano, Augusto; Durante, Daniele; Zanella, Giacomo Bayesian conjugacy in probit, tobit, multinomial probit and extensions: a review and new results. (English) Zbl 07707254 J. Am. Stat. Assoc. 118, No. 542, 1451-1469 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Anceschi} et al., J. Am. Stat. Assoc. 118, No. 542, 1451--1469 (2023; Zbl 07707254) Full Text: DOI arXiv
Lao, Xin; Peng, Zuoxiang; Nadarajah, Saralees Tail dependence functions of two classes of bivariate skew distributions. (English) Zbl 1514.62034 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 10, 24 p. (2023). MSC: 62E20 60G70 60F15 60F05 PDFBibTeX XMLCite \textit{X. Lao} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 10, 24 p. (2023; Zbl 1514.62034) Full Text: DOI
O’Gorman, Thomas W. A generalized normal scores test that increases the power of a test of significance for a coefficient in a linear model. (English) Zbl 07706311 Commun. Stat., Theory Methods 52, No. 12, 4216-4228 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{T. W. O'Gorman}, Commun. Stat., Theory Methods 52, No. 12, 4216--4228 (2023; Zbl 07706311) Full Text: DOI
Zarei, Atefeh; Khodadadi, Zahra; Maleki, Mohsen; Zare, Karim Robust mixture regression modeling based on two-piece scale mixtures of normal distributions. (English) Zbl 07702478 Adv. Data Anal. Classif., ADAC 17, No. 1, 181-210 (2023). MSC: 62H30 62J20 62E17 62F10 62J05 PDFBibTeX XMLCite \textit{A. Zarei} et al., Adv. Data Anal. Classif., ADAC 17, No. 1, 181--210 (2023; Zbl 07702478) Full Text: DOI
Dang, Utkarsh J.; Gallaugher, Michael P. B.; Browne, Ryan P.; McNicholas, Paul D. Model-based clustering and classification using mixtures of multivariate skewed power exponential distributions. (English) Zbl 07695288 J. Classif. 40, No. 1, 145-167 (2023). MSC: 62H30 PDFBibTeX XMLCite \textit{U. J. Dang} et al., J. Classif. 40, No. 1, 145--167 (2023; Zbl 07695288) Full Text: DOI arXiv
Arevalillo, Jorge M.; Navarro, Hilario New insights on the multivariate skew exponential power distribution. (English) Zbl 1508.60014 Math. Slovaca 73, No. 2, 529-544 (2023). MSC: 60E05 60E15 62H10 PDFBibTeX XMLCite \textit{J. M. Arevalillo} and \textit{H. Navarro}, Math. Slovaca 73, No. 2, 529--544 (2023; Zbl 1508.60014) Full Text: DOI
Lemonte, Artur J. A broad class of multivariate distributions for rates and proportions. (English) Zbl 1505.62459 Appl. Math. Modelling 112, 452-466 (2022). MSC: 62E10 62F10 62H05 PDFBibTeX XMLCite \textit{A. J. Lemonte}, Appl. Math. Modelling 112, 452--466 (2022; Zbl 1505.62459) Full Text: DOI
Ferreira, Clécio S.; Bolfarine, Heleno; Lachos, Víctor H. Linear mixed models based on skew scale mixtures of normal distributions. (English) Zbl 07632262 Commun. Stat., Simulation Comput. 51, No. 12, 7194-7214 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. S. Ferreira} et al., Commun. Stat., Simulation Comput. 51, No. 12, 7194--7214 (2022; Zbl 07632262) Full Text: DOI
Kahrari, Fereshte; Arellano-Valle, Reinaldo Boris; da Silva Ferreira, Clecio; Gallardo, Diego Some simulation/computation in multivariate linear models of scale mixtures of skew-normal-Cauchy distributions. (English) Zbl 07632214 Commun. Stat., Simulation Comput. 51, No. 11, 6425-6440 (2022). MSC: 62E99 62H10 62H12 62J05 PDFBibTeX XMLCite \textit{F. Kahrari} et al., Commun. Stat., Simulation Comput. 51, No. 11, 6425--6440 (2022; Zbl 07632214) Full Text: DOI
Ma, Ziwei; Chen, Ying-Ju; Wang, Tonghui; Liu, Jing Inferences on location parameter in multivariate skew-normal family with unknown scale parameter. (English) Zbl 07603825 Commun. Stat., Simulation Comput. 51, No. 9, 5465-5481 (2022). MSC: 62F10 62F25 62H12 PDFBibTeX XMLCite \textit{Z. Ma} et al., Commun. Stat., Simulation Comput. 51, No. 9, 5465--5481 (2022; Zbl 07603825) Full Text: DOI
Kwong, Hok Shing; Nadarajah, Saralees Finite mixtures of multivariate skew Student’s \(t\) distributions with independent logistic skewing functions. (English) Zbl 1496.62091 Braz. J. Probab. Stat. 36, No. 3, 593-612 (2022). MSC: 62H10 60E05 62H30 PDFBibTeX XMLCite \textit{H. S. Kwong} and \textit{S. Nadarajah}, Braz. J. Probab. Stat. 36, No. 3, 593--612 (2022; Zbl 1496.62091) Full Text: DOI
Hajrajabi, Arezo; Fallah, Afshin Autoregressive time series analysis of variance with skew normal innovations. (English) Zbl 1496.62152 Bull. Malays. Math. Sci. Soc. (2) 45, Suppl. 1, 121-138 (2022). MSC: 62M10 62J10 62F12 62F25 62P20 PDFBibTeX XMLCite \textit{A. Hajrajabi} and \textit{A. Fallah}, Bull. Malays. Math. Sci. Soc. (2) 45, 121--138 (2022; Zbl 1496.62152) Full Text: DOI
Rezaei, Amir; Yousefzadeh, Fatemeh Stress-strength reliability of generalized skew-elliptical distributions and its Bayes estimation. (English) Zbl 1497.62270 Commun. Stat., Simulation Comput. 51, No. 7, 3471-3486 (2022). MSC: 62N05 62H10 62H12 62F15 PDFBibTeX XMLCite \textit{A. Rezaei} and \textit{F. Yousefzadeh}, Commun. Stat., Simulation Comput. 51, No. 7, 3471--3486 (2022; Zbl 1497.62270) Full Text: DOI
Kwong, Hok Shing; Nadarajah, Saralees A new robust class of skew elliptical distributions. (English) Zbl 1491.62040 Methodol. Comput. Appl. Probab. 24, No. 3, 1669-1691 (2022). MSC: 62H10 60E05 62H05 PDFBibTeX XMLCite \textit{H. S. Kwong} and \textit{S. Nadarajah}, Methodol. Comput. Appl. Probab. 24, No. 3, 1669--1691 (2022; Zbl 1491.62040) Full Text: DOI arXiv
Lavagnole Nascimento, Marcus G.; Abanto-Valle, Carlos A. Flexible robust mixture regression modeling. (English) Zbl 1491.62020 REVSTAT 20, No. 1, 101-115 (2022). MSC: 62F15 62J05 62H30 PDFBibTeX XMLCite \textit{M. G. Lavagnole Nascimento} and \textit{C. A. Abanto-Valle}, REVSTAT 20, No. 1, 101--115 (2022; Zbl 1491.62020)
Morales, Christian E. Galarza; Matos, Larissa A.; Dey, Dipak K.; Lachos, Victor H. On moments of folded and doubly truncated multivariate extended skew-normal distributions. (English) Zbl 07547624 J. Comput. Graph. Stat. 31, No. 2, 455-465 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. E. G. Morales} et al., J. Comput. Graph. Stat. 31, No. 2, 455--465 (2022; Zbl 07547624) Full Text: DOI arXiv
Kim, Minjo; Lee, Sangyeol Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations. (English) Zbl 07546450 J. Stat. Comput. Simulation 92, No. 8, 1673-1695 (2022). MSC: 62M10 62-XX PDFBibTeX XMLCite \textit{M. Kim} and \textit{S. Lee}, J. Stat. Comput. Simulation 92, No. 8, 1673--1695 (2022; Zbl 07546450) Full Text: DOI
Wang, Shijia; Swartz, Tim Moment matching adaptive importance sampling with skew-Student proposals. (English) Zbl 1493.62136 Monte Carlo Methods Appl. 28, No. 2, 149-162 (2022). MSC: 62F15 PDFBibTeX XMLCite \textit{S. Wang} and \textit{T. Swartz}, Monte Carlo Methods Appl. 28, No. 2, 149--162 (2022; Zbl 1493.62136) Full Text: DOI
Eini, Esmat Jamshidi; Khaloozadeh, Hamid Tail variance for Generalized Skew-Elliptical distributions. (English) Zbl 07532288 Commun. Stat., Theory Methods 51, No. 2, 519-536 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{E. J. Eini} and \textit{H. Khaloozadeh}, Commun. Stat., Theory Methods 51, No. 2, 519--536 (2022; Zbl 07532288) Full Text: DOI
Kim, SungBum; Kim, Hyoung-Moon Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions. (English) Zbl 07529658 Math. Comput. Simul. 198, 172-187 (2022). MSC: 62-XX 65-XX PDFBibTeX XMLCite \textit{S. Kim} and \textit{H.-M. Kim}, Math. Comput. Simul. 198, 172--187 (2022; Zbl 07529658) Full Text: DOI
Louredo, Graciliano M. S.; Zeller, Camila B.; Ferreira, Clécio S. Estimation and influence diagnostics for the multivariate linear regression models with skew scale mixtures of normal distributions. (English) Zbl 1493.62427 Sankhyā, Ser. B 84, No. 1, 204-242 (2022). MSC: 62J05 62F10 62J20 62F12 PDFBibTeX XMLCite \textit{G. M. S. Louredo} et al., Sankhyā, Ser. B 84, No. 1, 204--242 (2022; Zbl 1493.62427) Full Text: DOI
Barkhordar, Zahra; Maleki, Mohsen; Khodadadi, Zahra; Wraith, Darren; Negahdari, Farajollah A Bayesian approach on the two-piece scale mixtures of normal homoscedastic nonlinear regression models. (English) Zbl 07522684 J. Appl. Stat. 49, No. 5, 1305-1322 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Barkhordar} et al., J. Appl. Stat. 49, No. 5, 1305--1322 (2022; Zbl 07522684) Full Text: DOI
Wang, Wan-Lun; Lin, Tsung-I Robust clustering of multiply censored data via mixtures of \(t\) factor analyzers. (English) Zbl 1484.62066 Test 31, No. 1, 22-53 (2022). MSC: 62H12 62H30 62N01 PDFBibTeX XMLCite \textit{W.-L. Wang} and \textit{T.-I Lin}, Test 31, No. 1, 22--53 (2022; Zbl 1484.62066) Full Text: DOI
Cabral, Celso Rômulo Barbosa; de Souza, Nelson Lima; Leão, Jeremias Bayesian measurement error models using finite mixtures of scale mixtures of skew-normal distributions. (English) Zbl 07497837 J. Stat. Comput. Simulation 92, No. 3, 623-644 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. R. B. Cabral} et al., J. Stat. Comput. Simulation 92, No. 3, 623--644 (2022; Zbl 07497837) Full Text: DOI arXiv
Lee, Sharon X.; McLachlan, Geoffrey J. An overview of skew distributions in model-based clustering. (English) Zbl 1493.62389 J. Multivariate Anal. 188, Article ID 104853, 14 p. (2022). MSC: 62H30 62H10 PDFBibTeX XMLCite \textit{S. X. Lee} and \textit{G. J. McLachlan}, J. Multivariate Anal. 188, Article ID 104853, 14 p. (2022; Zbl 1493.62389) Full Text: DOI
Azzalini, Adelchi An overview on the progeny of the skew-normal family – a personal perspective. (English) Zbl 1493.62269 J. Multivariate Anal. 188, Article ID 104851, 17 p. (2022). MSC: 62H05 62E10 60Exx PDFBibTeX XMLCite \textit{A. Azzalini}, J. Multivariate Anal. 188, Article ID 104851, 17 p. (2022; Zbl 1493.62269) Full Text: DOI
Amiri, Mehdi; Balakrishnan, Narayanaswamy Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications. (English) Zbl 1475.60041 J. Comput. Appl. Math. 402, Article ID 113801, 25 p. (2022). MSC: 60E15 62P05 62N05 PDFBibTeX XMLCite \textit{M. Amiri} and \textit{N. Balakrishnan}, J. Comput. Appl. Math. 402, Article ID 113801, 25 p. (2022; Zbl 1475.60041) Full Text: DOI
Ghalani, Mohammad Reza; Zadkarami, Mohammad Reza Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect. (English) Zbl 1489.62347 Commun. Stat., Simulation Comput. 50, No. 1, 254-269 (2021). MSC: 62P10 62J05 62H12 62H05 62J10 PDFBibTeX XMLCite \textit{M. R. Ghalani} and \textit{M. R. Zadkarami}, Commun. Stat., Simulation Comput. 50, No. 1, 254--269 (2021; Zbl 1489.62347) Full Text: DOI
Goudarzi, Monir; Zokaei, Mohammad Bayesian modeling of multivariate loss reserving data based on scale mixtures of multivariate normal distributions: estimation and case influence diagnostics. (English) Zbl 07532181 Commun. Stat., Theory Methods 50, No. 21, 4934-4962 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Goudarzi} and \textit{M. Zokaei}, Commun. Stat., Theory Methods 50, No. 21, 4934--4962 (2021; Zbl 07532181) Full Text: DOI
Azarbar, Ali; Wang, Yu; Nadarajah, Saralees Simultaneous Bayesian modeling of longitudinal and survival data in breast cancer patients. (English) Zbl 07532129 Commun. Stat., Theory Methods 50, No. 2, 400-414 (2021). MSC: 49K05 49K15 49S05 62-XX PDFBibTeX XMLCite \textit{A. Azarbar} et al., Commun. Stat., Theory Methods 50, No. 2, 400--414 (2021; Zbl 07532129) Full Text: DOI Link
Adcock, Chris; Landsman, Zinoviy; Shushi, Tomer Stein’s Lemma for generalized skew-elliptical random vectors. (English) Zbl 07530965 Commun. Stat., Theory Methods 50, No. 13, 3014-3029 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Adcock} et al., Commun. Stat., Theory Methods 50, No. 13, 3014--3029 (2021; Zbl 07530965) Full Text: DOI
Contreras-Reyes, Javier E. Chaotic systems with asymmetric heavy-tailed noise: application to 3D attractors. (English) Zbl 1498.37058 Chaos Solitons Fractals 145, Article ID 110820, 6 p. (2021). MSC: 37D45 34F05 60H35 PDFBibTeX XMLCite \textit{J. E. Contreras-Reyes}, Chaos Solitons Fractals 145, Article ID 110820, 6 p. (2021; Zbl 1498.37058) Full Text: DOI
Eini, Esmat Jamshidi; Khaloozadeh, Hamid Tail conditional moment for generalized skew-elliptical distributions. (English) Zbl 1521.62304 J. Appl. Stat. 48, No. 13-15, 2285-2305 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{E. J. Eini} and \textit{H. Khaloozadeh}, J. Appl. Stat. 48, No. 13--15, 2285--2305 (2021; Zbl 1521.62304) Full Text: DOI
Guzmán, Daniel C. F.; Ferreira, Clécio S.; Zeller, Camila B. Linear censored regression models with skew scale mixtures of normal distributions. (English) Zbl 1521.62348 J. Appl. Stat. 48, No. 16, 3060-3085 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{D. C. F. Guzmán} et al., J. Appl. Stat. 48, No. 16, 3060--3085 (2021; Zbl 1521.62348) Full Text: DOI
Hoseinzadeh, Akram; Maleki, Mohsen; Khodadadi, Zahra Heteroscedastic nonlinear regression models using asymmetric and heavy tailed two-piece distributions. (English) Zbl 1480.62139 AStA, Adv. Stat. Anal. 105, No. 3, 451-467 (2021). MSC: 62J02 62G32 PDFBibTeX XMLCite \textit{A. Hoseinzadeh} et al., AStA, Adv. Stat. Anal. 105, No. 3, 451--467 (2021; Zbl 1480.62139) Full Text: DOI
Mahdavi, Abbas; Amirzadeh, Vahid; Jamalizadeh, Ahad; Lin, Tsung-I Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation. (English) Zbl 1505.62267 Comput. Stat. 36, No. 3, 2201-2230 (2021). MSC: 62-08 62H10 62H12 PDFBibTeX XMLCite \textit{A. Mahdavi} et al., Comput. Stat. 36, No. 3, 2201--2230 (2021; Zbl 1505.62267) Full Text: DOI
Lemonte, Artur J. A parametric regression framework for the skew sinh-arcsinh \(t\) distribution. (English) Zbl 1481.62010 Appl. Math. Modelling 89, Part 2, 1418-1432 (2021). MSC: 62F10 62J20 60E05 PDFBibTeX XMLCite \textit{A. J. Lemonte}, Appl. Math. Modelling 89, Part 2, 1418--1432 (2021; Zbl 1481.62010) Full Text: DOI
Galea, Manuel; Vilca, Filidor; Zeller, Camila Borelli Hypotheses tests on the skewness parameter in a multivariate generalized hyperbolic distribution. (English) Zbl 1504.62076 Braz. J. Probab. Stat. 35, No. 3, 630-655 (2021). Reviewer: Ruxandra Stoean (Craiova) MSC: 62H15 62H30 60E05 62P20 PDFBibTeX XMLCite \textit{M. Galea} et al., Braz. J. Probab. Stat. 35, No. 3, 630--655 (2021; Zbl 1504.62076) Full Text: DOI
Schumacher, Fernanda L.; Dey, Dipak K.; Lachos, Victor H. Approximate inferences for nonlinear mixed effects models with scale mixtures of skew-normal distributions. (English) Zbl 1477.62319 J. Stat. Theory Pract. 15, No. 3, Paper No. 60, 26 p. (2021). MSC: 62P10 62H30 62J02 PDFBibTeX XMLCite \textit{F. L. Schumacher} et al., J. Stat. Theory Pract. 15, No. 3, Paper No. 60, 26 p. (2021; Zbl 1477.62319) Full Text: DOI arXiv
Kang, Li; Damien, Paul; Walker, Stephen On a transform for modeling skewness. (English) Zbl 1475.62122 Braz. J. Probab. Stat. 35, No. 2, 335-350 (2021). MSC: 62F15 62M10 65C05 PDFBibTeX XMLCite \textit{L. Kang} et al., Braz. J. Probab. Stat. 35, No. 2, 335--350 (2021; Zbl 1475.62122) Full Text: DOI
Maehara, Rocío; Bolfarine, Heleno; Vilca, Filidor; Balakrishnan, N. A robust Birnbaum-Saunders regression model based on asymmetric heavy-tailed distributions. (English) Zbl 1473.62137 Metrika 84, No. 7, 1049-1080 (2021). MSC: 62G08 62G32 62G35 62N05 62J02 62E15 PDFBibTeX XMLCite \textit{R. Maehara} et al., Metrika 84, No. 7, 1049--1080 (2021; Zbl 1473.62137) Full Text: DOI
Galarza, Christian E.; Lin, Tsung-I; Wang, Wan-Lun; Lachos, Víctor H. On moments of folded and truncated multivariate Student-\(t\) distributions based on recurrence relations. (English) Zbl 1475.62167 Metrika 84, No. 6, 825-850 (2021). MSC: 62H10 62N01 62-08 PDFBibTeX XMLCite \textit{C. E. Galarza} et al., Metrika 84, No. 6, 825--850 (2021; Zbl 1475.62167) Full Text: DOI
Babić, Slađana; Gelbgras, Laetitia; Hallin, Marc; Ley, Christophe Optimal tests for elliptical symmetry: specified and unspecified location. (English) Zbl 1473.62185 Bernoulli 27, No. 4, 2189-2216 (2021). Reviewer: Ping Sun (Shenyang) MSC: 62H15 62H10 62G05 62E15 PDFBibTeX XMLCite \textit{S. Babić} et al., Bernoulli 27, No. 4, 2189--2216 (2021; Zbl 1473.62185) Full Text: DOI arXiv
Jammalamadaka, Sreenivasa Rao; Taufer, Emanuele; Terdik, Gyorgy H. On multivariate skewness and kurtosis. (English) Zbl 1512.62054 Sankhyā, Ser. A 83, No. 2, 607-644 (2021). MSC: 62H05 60E05 62H10 PDFBibTeX XMLCite \textit{S. R. Jammalamadaka} et al., Sankhyā, Ser. A 83, No. 2, 607--644 (2021; Zbl 1512.62054) Full Text: DOI
Arellano-Valle, Reinaldo B.; Azzalini, Adelchi A formulation for continuous mixtures of multivariate normal distributions. (English) Zbl 1476.62097 J. Multivariate Anal. 185, Article ID 104780, 20 p. (2021). MSC: 62H10 62H05 60E05 PDFBibTeX XMLCite \textit{R. B. Arellano-Valle} and \textit{A. Azzalini}, J. Multivariate Anal. 185, Article ID 104780, 20 p. (2021; Zbl 1476.62097) Full Text: DOI arXiv
Eini, Esmat Jamshidi; Khaloozadeh, Hamid The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution. (English) Zbl 1466.91284 Insur. Math. Econ. 98, 44-50 (2021). MSC: 91G10 91G70 PDFBibTeX XMLCite \textit{E. J. Eini} and \textit{H. Khaloozadeh}, Insur. Math. Econ. 98, 44--50 (2021; Zbl 1466.91284) Full Text: DOI
Zuo, Baishuai; Yin, Chuancun; Balakrishnan, Narayanaswamy Expressions for joint moments of elliptical distributions. (English) Zbl 1461.62063 J. Comput. Appl. Math. 391, Article ID 113418, 11 p. (2021). MSC: 62H10 62H05 62H20 60E05 PDFBibTeX XMLCite \textit{B. Zuo} et al., J. Comput. Appl. Math. 391, Article ID 113418, 11 p. (2021; Zbl 1461.62063) Full Text: DOI arXiv
Capitanio, Antonella On the canonical form of scale mixtures of skew-normal distributions. (English) Zbl 07690398 Statistica 80, No. 2, 145-160 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Capitanio}, Statistica 80, No. 2, 145--160 (2020; Zbl 07690398) Full Text: DOI arXiv
Azzalini, Adelchi; Salehi, Mahdi Some computational aspects of maximum likelihood estimation of the skew-\(t\) distribution. (English) Zbl 07616796 Bekker, Andriëtte (ed.) et al., Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. Emerg. Top. Stat. Biostat., 3-28 (2020). MSC: 62P10 PDFBibTeX XMLCite \textit{A. Azzalini} and \textit{M. Salehi}, in: Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. 3--28 (2020; Zbl 07616796) Full Text: DOI arXiv
Tamandi, Mostafa; Jamalizadeh, Ahad Finite mixture modeling using shape mixtures of the skew scale mixtures of normal distributions. (English) Zbl 1489.62061 Commun. Stat., Simulation Comput. 49, No. 12, 3345-3366 (2020). MSC: 62E15 62F10 62-08 PDFBibTeX XMLCite \textit{M. Tamandi} and \textit{A. Jamalizadeh}, Commun. Stat., Simulation Comput. 49, No. 12, 3345--3366 (2020; Zbl 1489.62061) Full Text: DOI
Rezaei, Amir; Yousefzadeh, Fatemeh; Jomhoori, Sarah Estimation of stress-strength reliability for the multivariate SGPII distribution. (English) Zbl 1511.62105 Commun. Stat., Theory Methods 49, No. 16, 3860-3881 (2020). MSC: 62H05 62H12 62N05 PDFBibTeX XMLCite \textit{A. Rezaei} et al., Commun. Stat., Theory Methods 49, No. 16, 3860--3881 (2020; Zbl 1511.62105) Full Text: DOI
Tsukuma, Hisayuki; Kubokawa, Tatsuya Estimation of a covariance matrix in multivariate skew-normal distribution. (English) Zbl 1511.62113 Commun. Stat., Theory Methods 49, No. 5, 1174-1200 (2020). MSC: 62H12 62H10 PDFBibTeX XMLCite \textit{H. Tsukuma} and \textit{T. Kubokawa}, Commun. Stat., Theory Methods 49, No. 5, 1174--1200 (2020; Zbl 1511.62113) Full Text: DOI
da Silva Ferreira, Clécio; Lachos, Víctor H.; Garay, Aldo M. Inference and diagnostics for heteroscedastic nonlinear regression models under skew scale mixtures of normal distributions. (English) Zbl 1521.62292 J. Appl. Stat. 47, No. 9, 1690-1719 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{C. da Silva Ferreira} et al., J. Appl. Stat. 47, No. 9, 1690--1719 (2020; Zbl 1521.62292) Full Text: DOI
Farzammehr, Mohadeseh Alsadat; Zadkarami, Mohammad Reza; McLachlan, Geoffrey J.; Lee, Sharon X. Skew-normal Bayesian spatial heterogeneity panel data models. (English) Zbl 1521.62315 J. Appl. Stat. 47, No. 5, 804-826 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{M. A. Farzammehr} et al., J. Appl. Stat. 47, No. 5, 804--826 (2020; Zbl 1521.62315) Full Text: DOI
Wang, Wan-Lun; Jamalizadeh, Ahad; Lin, Tsung-I Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions. (English) Zbl 1461.62074 Stat. Pap. 61, No. 6, 2643-2670 (2020). MSC: 62H12 62H30 PDFBibTeX XMLCite \textit{W.-L. Wang} et al., Stat. Pap. 61, No. 6, 2643--2670 (2020; Zbl 1461.62074) Full Text: DOI
Arevalillo, Jorge M.; Navarro, Hilario Data projections by skewness maximization under scale mixtures of skew-normal vectors. (English) Zbl 1459.62075 Adv. Data Anal. Classif., ADAC 14, No. 2, 435-461 (2020). MSC: 62H05 62H10 62H30 60E05 PDFBibTeX XMLCite \textit{J. M. Arevalillo} and \textit{H. Navarro}, Adv. Data Anal. Classif., ADAC 14, No. 2, 435--461 (2020; Zbl 1459.62075) Full Text: DOI
Amiri, Mehdi; Izadkhah, Salman; Jamalizadeh, Ahad Linear orderings of the scale mixtures of the multivariate skew-normal distribution. (English) Zbl 1453.60045 J. Multivariate Anal. 179, Article ID 104647, 11 p. (2020). MSC: 60E15 62E10 PDFBibTeX XMLCite \textit{M. Amiri} et al., J. Multivariate Anal. 179, Article ID 104647, 11 p. (2020; Zbl 1453.60045) Full Text: DOI
Wang, Sheng; Zimmerman, Dale L.; Breheny, Patrick Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions. (English) Zbl 1448.62077 J. Multivariate Anal. 179, Article ID 104639, 15 p. (2020). MSC: 62H12 62H10 62F03 PDFBibTeX XMLCite \textit{S. Wang} et al., J. Multivariate Anal. 179, Article ID 104639, 15 p. (2020; Zbl 1448.62077) Full Text: DOI
Maleki, Mohsen; Hajrajabi, Arezo; Arellano-Valle, Reinaldo B. Symmetrical and asymmetrical mixture autoregressive processes. (English) Zbl 1445.62233 Braz. J. Probab. Stat. 34, No. 2, 273-290 (2020). MSC: 62M10 62H30 62P20 PDFBibTeX XMLCite \textit{M. Maleki} et al., Braz. J. Probab. Stat. 34, No. 2, 273--290 (2020; Zbl 1445.62233) Full Text: DOI Euclid
Lachos, Víctor H.; Garay, Aldo M.; Cabral, Celso R. B. Moments of truncated scale mixtures of skew-normal distributions. (English) Zbl 1445.62030 Braz. J. Probab. Stat. 34, No. 3, 478-494 (2020). MSC: 62E15 62H30 62N01 62P05 PDFBibTeX XMLCite \textit{V. H. Lachos} et al., Braz. J. Probab. Stat. 34, No. 3, 478--494 (2020; Zbl 1445.62030) Full Text: DOI Euclid
Tuaç, Y.; Güney, Y.; Arslan, O. Parameter estimation of regression model with AR\((p)\) error terms based on skew distributions with EM algorithm. (English) Zbl 1436.62087 Soft Comput. 24, No. 5, 3309-3330 (2020). MSC: 62F12 62J05 PDFBibTeX XMLCite \textit{Y. Tuaç} et al., Soft Comput. 24, No. 5, 3309--3330 (2020; Zbl 1436.62087) Full Text: DOI
Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen The skew normal multivariate risk measurement framework. (English) Zbl 07205160 Comput. Manag. Sci. 17, No. 1, 105-119 (2020). MSC: 60E05 62E15 91G70 PDFBibTeX XMLCite \textit{M. Bernardi} et al., Comput. Manag. Sci. 17, No. 1, 105--119 (2020; Zbl 07205160) Full Text: DOI Link
Maleki, Mohsen; Wraith, Darren; Mahmoudi, Mohammad R.; Contreras-Reyes, Javier E. Asymmetric heavy-tailed vector auto-regressive processes with application to financial data. (English) Zbl 07194288 J. Stat. Comput. Simulation 90, No. 2, 324-340 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Maleki} et al., J. Stat. Comput. Simulation 90, No. 2, 324--340 (2020; Zbl 07194288) Full Text: DOI
Ghasami, Safdar; Maleki, Mohsen; Khodadadi, Zahra Leptokurtic and platykurtic class of robust symmetrical and asymmetrical time series models. (English) Zbl 1436.62422 J. Comput. Appl. Math. 376, Article ID 112806, 12 p. (2020). MSC: 62M10 62H30 62-08 PDFBibTeX XMLCite \textit{S. Ghasami} et al., J. Comput. Appl. Math. 376, Article ID 112806, 12 p. (2020; Zbl 1436.62422) Full Text: DOI
Gijbels, Irène; Karim, Rezaul; Verhasselt, Anneleen On quantile-based asymmetric family of distributions: properties and inference. (English) Zbl 1528.60018 Int. Stat. Rev. 87, No. 3, 471-504 (2019). MSC: 60E05 62F10 62F12 PDFBibTeX XMLCite \textit{I. Gijbels} et al., Int. Stat. Rev. 87, No. 3, 471--504 (2019; Zbl 1528.60018) Full Text: DOI
Altun, Emrah; Tatlidil, Huseyin; Ozel, Gamze Value-at-risk estimation with new skew extension of generalized normal distribution. (English) Zbl 07539738 Commun. Stat., Theory Methods 48, No. 14, 3663-3681 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{E. Altun} et al., Commun. Stat., Theory Methods 48, No. 14, 3663--3681 (2019; Zbl 07539738) Full Text: DOI
Shushi, Tomer Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions. (English) Zbl 07539697 Commun. Stat., Theory Methods 48, No. 12, 3085-3091 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{T. Shushi}, Commun. Stat., Theory Methods 48, No. 12, 3085--3091 (2019; Zbl 07539697) Full Text: DOI
Huang, Wen-Jang; Su, Nan-Cheng; Teng, Hui-Yi On some study of skew-\(t\) distributions. (English) Zbl 1511.60026 Commun. Stat., Theory Methods 48, No. 19, 4712-4729 (2019). MSC: 60E05 62E10 62E15 62H05 62H10 PDFBibTeX XMLCite \textit{W.-J. Huang} et al., Commun. Stat., Theory Methods 48, No. 19, 4712--4729 (2019; Zbl 1511.60026) Full Text: DOI
Hajrajabi, A.; Maleki, M. Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations. (English) Zbl 1516.62318 J. Appl. Stat. 46, No. 11, 2010-2029 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Hajrajabi} and \textit{M. Maleki}, J. Appl. Stat. 46, No. 11, 2010--2029 (2019; Zbl 1516.62318) Full Text: DOI
Pereira, Marcos Antonio Alves; Russo, Cibele Maria Nonlinear mixed-effects models with scale mixture of skew-normal distributions. (English) Zbl 1516.62541 J. Appl. Stat. 46, No. 9, 1602-1620 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{M. A. A. Pereira} and \textit{C. M. Russo}, J. Appl. Stat. 46, No. 9, 1602--1620 (2019; Zbl 1516.62541) Full Text: DOI
Maleki, Mohsen; Barkhordar, Zahra; Khodadadi, Zahra; Wraith, Darren A robust class of homoscedastic nonlinear regression models. (English) Zbl 07193866 J. Stat. Comput. Simulation 89, No. 14, 2765-2781 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Maleki} et al., J. Stat. Comput. Simulation 89, No. 14, 2765--2781 (2019; Zbl 07193866) Full Text: DOI
Maleki, Mohsen; Contreras-Reyes, Javier E.; Mahmoudi, Mohammad R. Robust mixture modeling based on two-piece scale mixtures of normal family. (English) Zbl 1432.62029 Axioms 8, No. 2, Paper No. 38, 14 p. (2019). MSC: 62E10 62H10 PDFBibTeX XMLCite \textit{M. Maleki} et al., Axioms 8, No. 2, Paper No. 38, 14 p. (2019; Zbl 1432.62029) Full Text: DOI
Tian, Weizhong; Wei, Fengrong On the scale mixtures of multivariate skew slash distributions. (English) Zbl 1439.60020 Random Oper. Stoch. Equ. 27, No. 4, 243-251 (2019). MSC: 60E05 62H05 PDFBibTeX XMLCite \textit{W. Tian} and \textit{F. Wei}, Random Oper. Stoch. Equ. 27, No. 4, 243--251 (2019; Zbl 1439.60020) Full Text: DOI
Ara, Anderson; Louzada, Francisco The multivariate alpha skew Gaussian distribution. (English) Zbl 1434.62087 Bull. Braz. Math. Soc. (N.S.) 50, No. 4, 823-843 (2019). MSC: 62H10 62E15 60E05 PDFBibTeX XMLCite \textit{A. Ara} and \textit{F. Louzada}, Bull. Braz. Math. Soc. (N.S.) 50, No. 4, 823--843 (2019; Zbl 1434.62087) Full Text: DOI
Maleki, Mohsen; Wraith, Darren; Arellano-Valle, Reinaldo B. Robust finite mixture modeling of multivariate unrestricted skew-normal generalized hyperbolic distributions. (English) Zbl 1430.62105 Stat. Comput. 29, No. 3, 415-428 (2019). MSC: 62H10 62F15 62H30 62-08 PDFBibTeX XMLCite \textit{M. Maleki} et al., Stat. Comput. 29, No. 3, 415--428 (2019; Zbl 1430.62105) Full Text: DOI
Maleki, Mohsen; Wraith, Darren; Arellano-Valle, Reinaldo B. A flexible class of parametric distributions for Bayesian linear mixed models. (English) Zbl 1420.62288 Test 28, No. 2, 543-564 (2019). MSC: 62J02 62P10 62F15 PDFBibTeX XMLCite \textit{M. Maleki} et al., Test 28, No. 2, 543--564 (2019; Zbl 1420.62288) Full Text: DOI
Arevalillo, Jorge M.; Navarro, Hilario A stochastic ordering based on the canonical transformation of skew-normal vectors. (English) Zbl 1456.60046 Test 28, No. 2, 475-498 (2019). MSC: 60E05 62H05 PDFBibTeX XMLCite \textit{J. M. Arevalillo} and \textit{H. Navarro}, Test 28, No. 2, 475--498 (2019; Zbl 1456.60046) Full Text: DOI
Kim, Hea-Jung; Roh, Taeyoung; Choi, Taeryon Bayesian analysis of semiparametric Bernstein polynomial regression models for data with sample selection. (English) Zbl 1426.62090 Statistics 53, No. 5, 1082-1111 (2019). MSC: 62F15 62J02 62H12 62P10 62P20 PDFBibTeX XMLCite \textit{H.-J. Kim} et al., Statistics 53, No. 5, 1082--1111 (2019; Zbl 1426.62090) Full Text: DOI
Negarestani, Hossein; Jamalizadeh, Ahad; Shafiei, Sobhan; Balakrishnan, Narayanaswamy Mean mixtures of normal distributions: properties, inference and application. (English) Zbl 1481.60026 Metrika 82, No. 4, 501-528 (2019). MSC: 60E05 62E10 62F10 62J05 PDFBibTeX XMLCite \textit{H. Negarestani} et al., Metrika 82, No. 4, 501--528 (2019; Zbl 1481.60026) Full Text: DOI
Loperfido, Nicola Finite mixtures, projection pursuit and tensor rank: a triangulation. (English) Zbl 1466.62355 Adv. Data Anal. Classif., ADAC 13, No. 1, 145-173 (2019). MSC: 62H30 62H12 46N30 PDFBibTeX XMLCite \textit{N. Loperfido}, Adv. Data Anal. Classif., ADAC 13, No. 1, 145--173 (2019; Zbl 1466.62355) Full Text: DOI
Joe, Harry; Li, Haijun Tail densities of skew-elliptical distributions. (English) Zbl 1412.60075 J. Multivariate Anal. 171, 421-435 (2019). MSC: 60G70 62H20 PDFBibTeX XMLCite \textit{H. Joe} and \textit{H. Li}, J. Multivariate Anal. 171, 421--435 (2019; Zbl 1412.60075) Full Text: DOI arXiv
Tagle, Felipe; Castruccio, Stefano; Crippa, Paola; Genton, Marc G. A non-Gaussian spatio-temporal model for daily wind speeds based on a multi-variate skew-\(T\) distribution. (English) Zbl 1418.62400 J. Time Ser. Anal. 40, No. 3, 312-326 (2019). MSC: 62P12 62M30 62M10 62H12 PDFBibTeX XMLCite \textit{F. Tagle} et al., J. Time Ser. Anal. 40, No. 3, 312--326 (2019; Zbl 1418.62400) Full Text: DOI arXiv
Tamandi, Mostafa; Jamalizadeh, Ahad; Lin, Tsung-I Shape mixtures of skew-\(t\)-normal distributions: characterizations and estimation. (English) Zbl 1417.62027 Comput. Stat. 34, No. 1, 323-347 (2019). MSC: 62E10 62F10 62F12 62-08 PDFBibTeX XMLCite \textit{M. Tamandi} et al., Comput. Stat. 34, No. 1, 323--347 (2019; Zbl 1417.62027) Full Text: DOI
Wei, Yuhong; Tang, Yang; McNicholas, Paul D. Mixtures of generalized hyperbolic distributions and mixtures of skew-\(t\) distributions for model-based clustering with incomplete data. (English) Zbl 1469.62162 Comput. Stat. Data Anal. 130, 18-41 (2019). MSC: 62-08 62H30 PDFBibTeX XMLCite \textit{Y. Wei} et al., Comput. Stat. Data Anal. 130, 18--41 (2019; Zbl 1469.62162) Full Text: DOI arXiv
Stolfi, Paola; Bernardi, Mauro; Petrella, Lea The sparse method of simulated quantiles: an application to portfolio optimization. (English) Zbl 07778340 Stat. Neerl. 72, No. 3, 375-398 (2018). MSC: 62Hxx 60Exx 62Pxx PDFBibTeX XMLCite \textit{P. Stolfi} et al., Stat. Neerl. 72, No. 3, 375--398 (2018; Zbl 07778340) Full Text: DOI
Cao, Chunzheng; Chen, Mengqian; Ren, Yuqian; Xu, Yue Robust replicated heteroscedastic measurement error model using heavy-tailed distribution. (English) Zbl 07550067 Commun. Stat., Simulation Comput. 47, No. 6, 1771-1784 (2018). MSC: 62J05 62F35 PDFBibTeX XMLCite \textit{C. Cao} et al., Commun. Stat., Simulation Comput. 47, No. 6, 1771--1784 (2018; Zbl 07550067) Full Text: DOI
Pereira, Marcos Antonio Alves; Achic, Betsabé G. Blas Calibration model with skew scale mixtures of normal distributions. (English) Zbl 07550047 Commun. Stat., Simulation Comput. 47, No. 5, 1463-1478 (2018). MSC: 62J05 PDFBibTeX XMLCite \textit{M. A. A. Pereira} and \textit{B. G. B. Achic}, Commun. Stat., Simulation Comput. 47, No. 5, 1463--1478 (2018; Zbl 07550047) Full Text: DOI
Mattos, Thalita do Bem; Garay, Aldo M.; Lachos, Victor H. Likelihood-based inference for censored linear regression models with scale mixtures of skew-normal distributions. (English) Zbl 1516.62468 J. Appl. Stat. 45, No. 11, 2039-2066 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{T. d. B. Mattos} et al., J. Appl. Stat. 45, No. 11, 2039--2066 (2018; Zbl 1516.62468) Full Text: DOI
Yoshiba, Toshinao Maximum likelihood estimation of skew-\(t\) copulas with its applications to stock returns. (English) Zbl 07192670 J. Stat. Comput. Simulation 88, No. 13, 2489-2506 (2018). MSC: 62E17 62H10 62H20 65C60 PDFBibTeX XMLCite \textit{T. Yoshiba}, J. Stat. Comput. Simulation 88, No. 13, 2489--2506 (2018; Zbl 07192670) Full Text: DOI