On the Canonical Form of Scale Mixtures of Skew-Normal Distributions
The canonical form of scale mixtures of multivariate skew-normal distribution is defined, emphasizing its role in summarizing some key properties of this class of distributions. It is also shown that the canonical form corresponds to an affine invariant co-ordinate system as defined in Tyler et al....
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| Format: | Article |
| Language: | English |
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University of Bologna
2020-10-01
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| Series: | Statistica |
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| Online Access: | https://rivista-statistica.unibo.it/article/view/11591 |