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math.ST2020
Some properties of the unified skew-normal distribution
Reinaldo B. Arellano-Valle, Adelchi Azzalini
For the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number of properties are already known, but…
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…