Likelihood Based Inference and Bias Reduction in the Modified Skew-t-Normal Distribution
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- Arellano-Valle, Reinaldo B. & Ferreira, Clécio S. & Genton, Marc G., 2018. "Scale and shape mixtures of multivariate skew-normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 98-110.
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Keywords
modified skew-t-normal; non-singular information matrix; monotone likelihood; modified likelihood; modified score; bias prevention;All these keywords.
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