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On the multivariate Skew-Normal distribution and its scale mixtures

By Raluca Vernic

Abstract

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.

Year: 2014
OAI identifier: oai:CiteSeerX.psu:10.1.1.412.7362
Provided by: CiteSeerX
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