Multivariate Asymmetric Distributions of Copula Related Random Variables
Ayyub Sheikhi,
Freshteh Arad,
Radko Mesiar
Abstract:It is known that normal distribution plays an important role in analysing symmetric data. However, this symmetric assumption may not hold in many real word and in such cases, asymmetric distribution, including skew normal distribution, are known as the best alternative. Constructing asymmetric distributions is carried out using the conditional/selection approach of several independent variable conditioning on other set of variables and this approach does not work well when the independence between variablesvio… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.