Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution.
Christian E. GalarzaLarissa A. MatosLuis Mauricio CastroVictor H. LachosPublished in: J. Multivar. Anal. (2022)
Keyphrases
- dependence structure
- probability distribution
- probability distribution function
- power law
- log normal
- heavy tailed
- random variables
- gaussian distribution
- marginal distributions
- finite mixtures
- joint distribution
- statistical distributions
- normal distribution
- heavy tailed distributions
- lognormal distribution
- negative binomial
- large deviations
- kl divergence
- distribution function
- heavy tails
- exponential family
- probability density
- multivariate normal
- spatial distribution
- poisson distribution
- probability mass
- gaussian model
- multivariate data
- mixture distribution
- weibull distribution
- von mises fisher
- conditional distribution
- selection algorithm
- maximum likelihood
- score distributions
- training and test data
- feature selection