Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...

In this paper the multivariate skew normal distribution, introduced by Azzalini and Dalla Valle (1996), is used as a basis in density expansions. A short summary of main properties of the distribution ...

This paper compares the estimative and predictive methods of estimating a multivariate normal density, and shows that in terms of a goodness-of-fit criterion based on an information measure, the ...