Copulaesque Versions of the Skew-Normal and Skew-Student Distributions
A recent paper presents an extension of the skew-normal distribution which is a copula. Under this model, the standardized marginal distributions are standard normal. The copula itself depends on the familiar skewing construction based on the normal distribution function. This paper is concerned wit...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-05-01
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| Series: | Symmetry |
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| Online Access: | https://www.mdpi.com/2073-8994/13/5/815 |