Analyzing skewed financial data using skew scale-shap mixtures of multivariate normal distributions
This paper introduces an innovative family of statistical models called the multivariate skew scale-shape mixtures of normal distributions. These models serve as a versatile tool in statistical analysis by efficiently characterizing the skewed and leptokurtic nature commonly observed in multivariate...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Shahid Bahonar University of Kerman
2024-08-01
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| Series: | Journal of Mahani Mathematical Research |
| Subjects: | |
| Online Access: | https://jmmrc.uk.ac.ir/article_4310_1a7af050d3f559d9aa1efb18f677b426.pdf |
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