However, even for the univariate skew-normal distribution, existing EM algorithms constructed using a stochastic representation require a solution of a complicated estimating equation for the skewness parameter, making it difficult to extend such an idea to the multivariate skew-normal distribution. A ...
Thegeneralized normal distributionorgeneralized Gaussian distribution (GGD)is either of two families of parametric continuous probability distributions on the real line. Both families add a shape parameter to the normal distribution. To distinguish the two families, they are referred to below as "version...
Thegeneralized normal distributionorgeneralized Gaussian distribution (GGD)is either of two families of parametric continuous probability distributions on the real line. Both families add a shape parameter to the normal distribution. To distinguish the two families, they are referred to below as "version...
A flexible multivariate model of a time-varying joint distribution of asset returns is developed which allows for regime switching and a joint skew-normal distribution. A suite of tests for linear and nonlinear financial market contagion is developed within the framework. The model is illustrated thr...
The equation for Tj is as follows: Tj = JA * Pd_total + TA Tj = Junction Temperature JA = Junction-to-Ambient Thermal Resistance Pd_total = Total Device Power Dissipation (example calculation is in section 1 above) TA = Ambient Temperature In order to calculate junction temperature...
Lin TI, McLachlan GJ, Lee SX (2016) Extending mixtures of factor models using the restricted multivariate skew-normal distribution. J Multivar Anal 143:398–413 Article MathSciNet MATH Google Scholar Lin TI, Wang WL, McLachlan GJ, Lee SX (2018) Robust mixtures of factor analysis models usi...
Asparouhov, T., Muthén, B.: Structural equation models and mixture models with continuous non-normal skewed distributions. Mplus Web Notes 19, 1–49 (2014) Google Scholar Azzalini, A.: The skew-normal distribution and related multivariate families. Scand. J. Stat. 32, 159–188 (2005)...
To define the multivariate skew-t (ST) random variable statistics, first we need to define the multivariate skew-normal (SN) one. A p-dimensional random variable X follows the SN distribution, if its distribution is given by: $$SN_{p} \left( {x|\mu ,\Sigma ,\lambda } \right) = ...
3 Alternatively, the likelihood presented in equation (4) can also be assessed using the extended expo- nential distribution introduced by Hafner et al. (2018). However, as this study primarily focuses on the half-normal distribution and aims to derive closed-form expressions for the ...
In order to solve this problem for the case of normal skew J-Hamiltonian ma- trices, we need to obtain the normal skew J-Hamiltonian solution of the linear matrix equation AY = Y . (3.1) If equation (3.1) is consistent, then the set M(Y , ) is nonempty. By Lemma 1, equation (...