A new class of multivariate skew distributions with applications to Bayesian regression models
This article develops a new class of distributions by introducing skewness in the multivariate elliptically symmetric distributions. The class is obtained by using transformation and conditioning. The class contains many standard families including the multivariate skew normal and t distributions. A...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2003.
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| Subjects: | |
| Online Access: | Get fulltext |