We explore extremal properties of a family of skewed distributions extended from the multivariate normal distribution by introducing a skewing function π . We give sufficient conditions on the skewing function for the pairwise asymptotic independence to hold. We apply our results to a special case of the bivariate skew-normal distribution and finally support our conclusions by a simulation stud...

Quantifying dependence between extreme values is a central problem in many theoretical and applied studies. The main distinction is between asymptotically independent and asymptotically dependent extremes, with important theoretical examples of these general limiting classes being the extremal behaviour of a bivariate Normal distribution, for asymptotic independence, and of the bivariate t dist...

Much work has been done in the area of cluster weighted model (CWM), which extends finite mixture regression to include modelling covariates. Although many types distributions have considered for both response(s) and covariates, our knowledge skewed not yet this paradigm. Herein, a family 24 novel CWMs is allows responses covariates be modelled using one four (the generalized hyberbolic three i...

In this paper, we introducte a family of univariate Birnbaum-Saunders distributions arising from the skew-normal-t  distribution. We obtain several properties of this distribution such as its moments, the maximum likelihood estimation procedure via an EM-algorithm and a method to evaluate standard errors using the EM-algorithm. Finally, we apply these methods to a real data set to demonstr...

We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariate t and skew-t distributions are predominant. The mathematical development of our mixture of generalized hyperbolic distributions model relies on its relationship with the generalized inverse Gauss...

Pancreatic carcinoma is a very aggressive disease with dismal prognosis. Although evidences for tumor-specific T cell immunity exist, factors related to tumor microenvironment and the presence of immunosuppressive cytokines in patients' sera have been related to its aggressive behavior. Carcinoembryonic Ag (CEA) is overexpressed in 80-90% of pancreatic carcinomas and contains epitopes recognize...