- Article
Quantile-Based Multivariate Log-Normal Distribution
- Raúl Alejandro Morán-Vásquez,
- Alejandro Roldán-Correa and
- Daya K. Nagar
We introduce a quantile-based multivariate log-normal distribution, providing a new multivariate skewed distribution with positive support. The parameters of this distribution are interpretable in terms of quantiles of marginal distributions and asso...