A class of weighted multivariate normal distributions and its properties
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- Yanyuan Ma & Marc G. Genton, 2004. "Flexible Class of Skew‐Symmetric Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 31(3), pages 459-468, September.
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- Hea-Jung Kim, 2015. "A best linear threshold classification with scale mixture of skew normal populations," Computational Statistics, Springer, vol. 30(1), pages 1-28, March.
- Taeryon Choi & Hea-Jung Kim & Seongil Jo, 2016. "Bayesian variable selection approach to a Bernstein polynomial regression model with stochastic constraints," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(15), pages 2751-2771, November.
- Kim, Hea-Jung, 2011. "Classification of a screened data into one of two normal populations perturbed by a screening scheme," Journal of Multivariate Analysis, Elsevier, vol. 102(10), pages 1361-1373, November.
- Kim, Hea-Jung, 2018. "Bayesian hierarchical robust factor analysis models for partially observed sample-selection data," Journal of Multivariate Analysis, Elsevier, vol. 164(C), pages 65-82.
- M. C. Jones, 2015. "On Families of Distributions with Shape Parameters," International Statistical Review, International Statistical Institute, vol. 83(2), pages 175-192, August.
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Keywords
62E10 62F30 Weighted multivariate normal distribution Doubly truncated normal Selection model Constrained normal mean vector Probabilistic representation;JEL classification:
Statistics
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