Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions

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Mathematics
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Mathematics
Probabilities
Mathematical statistics
Social Sciences
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Some results on multivariate measures of elliptical and skew-elliptical distributions: higher-order moments, skewness and kurtosis

 AIMS Mathematics 2 2023
Some properties of the unified skew-normal distribution

 Statistical Papers
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  • Science: Mathematics
 5 2022
Scale and shape mixtures of multivariate skew-normal distributions Journal of Multivariate Analysis
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Science: Mathematics
 37 2018
Moments of scale mixtures of skew-normal distributions and their quadratic forms Communications in Statistics - Theory and Methods
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 12 2017
Refrences Analysis
Category Category Repetition
Science: Mathematics: Probabilities. Mathematical statistics23
Science: Mathematics21
Social Sciences: Commerce: Business: Accounting. Bookkeeping15
Social Sciences: Finance15
Science: Biology (General)4
Medicine: Medicine (General): Computer applications to medicine. Medical informatics2
The category Science: Mathematics: Probabilities. Mathematical statistics 23 is the most frequently represented among the references in this article. It primarily includes studies from Journal of Multivariate Analysis and Biometrika. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
The Tail Mean–Variance optimal capital allocation under the extended skew-elliptical distribution Journal of Computational and Applied Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 2024
The Bessel function expression of characteristic function Communications in Statistics - Theory and Methods
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 1 2023
Citations Analysis
Category Category Repetition
Science: Mathematics2
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
Science: Mathematics: Probabilities. Mathematical statistics1
The category Science: Mathematics 2 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled The Bessel function expression of characteristic function and was published in 2023. The most recent citation comes from a 2024 study titled The Tail Mean–Variance optimal capital allocation under the extended skew-elliptical distribution. This article reached its peak citation in 2024, with 1 citations. It has been cited in 2 different journals. Among related journals, the Journal of Computational and Applied Mathematics cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year