In this article, we introduce the multivariate slash and skew-slash t distributions which provide alternative choices in simulating and fitting skewed and heavy tailed data. We study their relationships with other distributions and give the densities, stochastic representations, moments, marginal distributions, distributions of linear combinations and characteristic functions of the random vect...

For solving large sparse non-Hermitian positive definite linear equations, Bai et al. proposed the Hermitian and skew-Hermitian splitting methods (HSS). They recently generalized this technique to the normal and skew-Hermitian splitting methods (NSS). In this paper, we present an accelerated normal and skew-Hermitian splitting methods (ANSS) which involve two parameters for the NSS iteration. W...

Shannon and Rényi entropies are two important measures of uncertainty for data analysis. These have been studied multivariate Student-t skew-normal distributions. In this paper, we extend the entropy to skew-t finite mixture (FMST) This class flexible distributions allows handling asymmetry tail weight behavior simultaneously. We find upper lower bounds these families. Numerical simulations ill...

commutative properties of four-dimensional generalized symmetric pseudo-riemannian manifolds were considered. specially, in this paper, we studied skew-tsankov and jacobi-tsankov conditions in 4-dimensional pseudo-riemannian generalized symmetric manifolds.

Multivariate stochastic volatility models with skew distributions are proposed. Exploiting Cholesky stochastic volatility modeling, univariate stochastic volatility processes with leverage effect and generalized hyperbolic skew t-distributions are embedded to multivariate analysis with time-varying correlations. Bayesian prior works allow this approach to provide parsimonious skew structure and...