Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions.
Chuancun YinNarayanaswamy BalakrishnanPublished in: J. Multivar. Anal. (2024)
Keyphrases
- point processes
- probabilistic model
- finite mixtures
- bayesian networks
- probability distribution
- uncertain data
- dependence structure
- probability distribution function
- stochastic processes
- stochastic process
- regression model
- stochastic context free grammars
- multivariate data
- minimum message length
- ellipse fitting
- higher level
- heavy tailed
- stochastic optimization
- marginal distributions
- gaussian distribution
- line segments
- random variables