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