Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties
Filidor Vilca, N. Balakrishnan, Camila Borelli Zeller
Abstract
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Filidor Vilca, N. Balakrishnan, Camila Borelli Zeller
Abstract
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Key concepts: Inverse Gaussian distribution, Generalized inverse Gaussian distribution, Inverse distribution, Normal-inverse Gaussian distribution, Mathematics, Skewness, Laplace distribution, Variance-gamma distribution