Abstract
We propose the scale mixtures of multivariate skew-normal-Cauchy distributions as a new class of asymmetric heavy-tailed distributions. We derive an EM algorithm for maximum likelihood estimation.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
