Comment on “On nomenclature, and the relative merits of two formulations of skew distributions” by A. Azzalini, R. Browne, M. Genton, and P. McNicholas

Geoffrey J. McLachlan and Sharon X. Lee

Statistics & Probability Letters, 2016, vol. 116, issue C, 1-5

Abstract: We clarify an apparent misunderstanding in Azzalini et al. (2016) of the nomenclature to distinguish between two formulations of the skew t-distribution. Also, Lee and McLachlan (2014b) have shown how a broader class that encompasses both models can be fitted.

Keywords: Skew t-distribution; Multivariate skew distribution; Finite mixture models; Model based clustering (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2016.04.004

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