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A new construction for skew multivariate distributions

✍ Scribed by Dipak K. Dey; Junfeng Liu


Book ID
108185438
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
290 KB
Volume
95
Category
Article
ISSN
0047-259X

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This paper proposes a general class of multivariate skew-elliptical distributions. We extend earlier results on the so-called multivariate skew-normal distribution. This family of distributions contains the multivariate normal, Student's t, exponential power, and Pearson type II, but with an extra p