A Multivariate Skew-Normal Mean-Variance Mixture Distribution and Its Application to Environmental Data with Outlying Observations

The presence of outliers, skewness, kurtosis, and dependency are well-known challenges while fitting distributions to many data sets. Developing multivariate distributions that can properly accomodate all these aspects has been the aim of several researchers. In this regard, we introduce here a new...

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Bibliographic Details
Main Authors: M. Tamandi, N. Balakrishnan, A. Jamalizadeh, M. Amiri
Format: Article
Language:English
Published: Springer
Series:Journal of Statistical Theory and Applications (JSTA)
Subjects:
Online Access:https://www.atlantis-press.com/article/125911588/view