Skewed factor models using selection mechanisms

Hyoung-Moon Kim, Mehdi Maadooliat, Reinaldo Boris Arellano-Valle, Marc G. Genton. Skewed factor models using selection mechanisms. J. Multivariate Analysis, 145:162-177, 2016. [doi]

@article{KimMAG16,
  title = {Skewed factor models using selection mechanisms},
  author = {Hyoung-Moon Kim and Mehdi Maadooliat and Reinaldo Boris Arellano-Valle and Marc G. Genton},
  year = {2016},
  doi = {10.1016/j.jmva.2015.12.007},
  url = {http://dx.doi.org/10.1016/j.jmva.2015.12.007},
  researchr = {https://researchr.org/publication/KimMAG16},
  cites = {0},
  citedby = {0},
  journal = {J. Multivariate Analysis},
  volume = {145},
  pages = {162-177},
}