1 citations · 1 across the 3 of their papers we have counts for
4 papers
Extremal cases of distortion risk measures with partial information
Mengshuo Zhao, Narayanaswamy Balakrishnan, Chuancun Yin +1
This paper investigates the impact of distributional uncertainty on key risk measures under the partial knowledge of underlying distributions characterized by their first two momen…
An analysis of multivariate measures of skewness and kurtosis of skew-elliptical distributions
Baishuai Zuo, Narayanaswamy Balakrishnan, Chuancun Yin
This paper examines eight measures of skewness and Mardia measure of kurtosis for skew-elliptical distributions. Multivariate measures of skewness considered include Mardia, Malkov…
Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
Chuancun Yin, Narayanaswamy Balakrishnan
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For thi…
A class of asymmetric regression models for left-censored data
Helton Saulo, Jeremias Leao, Juvencio Nobre +1
A common assumption regarding the standard tobit model is the normality of the error distribution. However, asymmetry and bimodality may be present and alternative tobit models mus…