Multivariate Skew-Normal Generalized Hyperbolic distribution and its properties
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AMS subject classifications
62Hxx
62H05
62Exx
62E10
62E15
Keywords
Generalized inverse Gaussian distribution
Skew-normal distribution
Heavy-tailed distributions
Skewness and kurtosis
Normal inverse Gaussian distribution
Skew-Normal Generalized Hyperbolic distribution
Mixtures
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