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math.PR2020★ 1 cited
A formulation for continuous mixtures of multivariate normal distributions
Reinaldo B. Arellano-Valle, Adelchi Azzalini
Several formulations have long existed in the literature in the form of continuous mixtures of normal variables where a mixing variable operates on the mean or on the variance or o…
math.PR2017
Yet another skew-elliptical family but of a different kind: return to Lemma 1
Adelchi Azzalini, Giuliana Regoli
In the context of modulated-symmetry distributions, there exist various forms of skew-elliptical families. We present yet another one, but with an unusual feature: the modulation f…
math.PR2010★ 1 cited
Some properties of skew-symmetric distributions
Adelchi Azzalini, Giuliana Regoli
The family of skew-symmetric distributions is a wide set of probability density functions obtained by combining in a suitable form a few components which are selectable quite freel…