30 нояб. 2023 г. · The unified skew-t (SUT) is a flexible parametric multivariate distribution that accounts for skewness and heavy tails in the data.

In this paper, we define multivariate skew t-distribution which has some of the properties of multivariate t-distribution and has a shape parameter to represent ...

The unified skew- t (SUT) is a flexible parametric multivariate distribution that accounts for skewness and heavy tails in the data.

The multivariate skew-t distribution plays an important role in statistics since it combines skewness with heavy tails, a very common feature in real-world ...

For τ = 0, we have the multivariate skew-t distribution STp(ξ, , ν, λ) in the form adopted by Azzalini and Capitanio (2003). The multivariate skew- normal ...

In this paper, we obtain the score vector of this distribution and we use it to study the behavior of the expected information matrix.

Abstract—In many applied problems in the context of pattern recognition, the data often involve highly asymmetric observations. Normal mixture models tend ...

The skew- t family, in its univariate and multivariate versions, is a parametric family of probability distributions which is currently under intense ...

Summary. A tractable skew t-distribution on the real line is proposed. This includes as a special case the symmetric t-distribution, and otherwise provides ...

Special attention is paid to the two-parameter distribution when μ=0 that is useful for construction of the skew t-copula. Expressions of the parameters are ...