Azzalini and Dalla Valle have recently discussed the multivariate skew normal distribution which extends the class of normal distributions by the addition of a shape parameter. The first part of the ...

Journal of Multivariate Analysis (2020). [3] Bayes minimax estimation of the multivariate normal mean vector under balanced loss function. Statistics & Probability Letters (2014).

Four multivariate distributions commonly arise in sampling theory: the multinomial, multivariate hypergeometric, Dirichlet, and multivariate Pólya distributions. Second-order saddlepoint ...