The extended skew Gaussian process for regression
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DOI: 10.1007/s40300-014-0046-z
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References listed on IDEAS
- A. Azzalini & A. Capitanio, 1999. "Statistical applications of the multivariate skew normal distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 579-602.
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- Marco Minozzo, 2011. "On the existence of some skew normal stationary processes," Working Papers 20/2011, University of Verona, Department of Economics.
- Zareifard, Hamid & Jafari Khaledi, Majid, 2013. "Non-Gaussian modeling of spatial data using scale mixing of a unified skew Gaussian process," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 16-28.
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Cited by:
- Sakae Oya & Teruo Nakatsuma, 2021. "Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution," Papers 2108.04019, arXiv.org.
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Keywords
Extended skew normal distribution; Gaussian process for regression;Statistics
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