Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions
By Yanyuan Ma, Marc G. Genton, Anastasios A. Tsiatis. 2005
50 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/fd95c8a4e9f03c8a5db79390dc90de09997e1a78
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In Statistics and Probability
- Adelchi Azzalini
- Marc G. Genton
- Martin Eling
- Reinaldo Boris Arellano-Valle
- Nicola Maria Rinaldo Loperfido
- C. Adcock
- Yulia V. Marchenko
- Victor Hugo Lachos
Citations in the corpus
- Robust Likelihood Methods Based on the Skew‐t and Related Distributions (2008, methodology): “For an alternative route, based on a non-parametric form of perturbation of a parametric “base” distribution of elliptical type, see Ma et al. (2005) and Ma & Hart (2007).”
- Skewed distributions in finance and actuarial science: a review (2015, background): “Other properties of GSN distributions, including those related to convolutions, linear transformations, and moment-generating functions, are discussed in Loperfido (2004), Ma, Genton, and Tsiatis (2005).”