Showing math.STShow all
2 papers · 1 filter
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.ST2018
Non-Gaussian Geostatistical Modeling using (skew) t Processes
M. Bevilacqua, C. Caamaño, R. B. Arellano Valle +1
We propose a new model for regression and dependence analysis when addressing spatial data with possibly heavy tails and an asymmetric marginal distribution. We first propose a sta…