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Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties
Work
Year: 2014
Type: article
Abstract: The Generalized Inverse Gaussian (GIG) distribution has found many interesting applications; see Jørgensen [24]. This rich family includes some well-known distributions, such as the inverse Gaussian, ... more
Source: Journal of Multivariate Analysis
Authors Filidor Vilca, N. Balakrishnan, Camila Borelli Zeller
Institutions Universidade Estadual de Campinas (UNICAMP), McMaster University, King Abdulaziz University, Universidade Federal de Juiz de Fora
Cites: 42
Cited by: 35
Related to: 10
FWCI: 1.644
Citation percentile (by year/subfield): 84.55
Topic: Statistical Distribution Estimation and Applications
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Life on land
Open Access status: hybrid
APC paid (est): $3,060
Funders Fundação de Amparo à Pesquisa do Estado de São Paulo, Conselho Nacional de Desenvolvimento Científico e Tecnológico, Fundação de Amparo à Pesquisa do Estado de Minas Gerais, Natural Sciences and Engineering Research Council of Canada