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Density Expansions Based on the Multivariate Skew Normal Distribution

In this paper the multivariate skew normal distribution, introduced by Azzalini and Dalla Valle (1996), is used as a basis in density expansions. A short summary of main properties of the distribution ...
IEEE

The Multivariate Normal Inverse Gaussian distribution: EM-estimation and analysis of ...

Abstract: The heavy-tailed Multivariate Normal Inverse Gaussian (MNIG) distribution is a recent variance-mean mixture of a multivariate Gaussian with a univariate inverse Gaussian distribution. Due to ...
GitHub

Object-Oriented-Multivariate-Normal-Distribution-Analysis-in-Python

The multivariate normal distribution is a statistical concept that extends beyond the typical bell-shaped curve, encompassing scenarios where multiple related random variables are involved. While ...
IEEE

Robust Kalman Filtering Based on Multivariate Geometric Skew Normal Distribution

Abstract: This paper introduces a novel robust Kalman filter, referred to as the robust Kalman filter based on multivariate geometric skew normal (MGSN) distribution (RKF-MGSN). The RKF -MGSN ...