90 citations · 197 across the 35 of their papers we have counts for
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stat.ME2020
The multivariate tail-inflated normal distribution and its application in finance
Antonio Punzo, Luca Bagnato
This paper introduces the multivariate tail-inflated normal (MTIN) distribution, an elliptical heavy-tails generalization of the multivariate normal (MN). The MTIN belongs to the f…
stat.ME2020
Mixtures of Contaminated Matrix Variate Normal Distributions
Salvatore D. Tomarchio, Michael P. B. Gallaugher, Antonio Punzo +1
Analysis of three-way data is becoming ever more prevalent in the literature, especially in the area of clustering and classification. Real data, including real three-way data, are…