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Estimation of the scale matrix of a class of elliptical distributions

✍ Scribed by A. H. Joarder; S. E. Ahmed


Publisher
Springer
Year
1998
Tongue
English
Weight
100 KB
Volume
48
Category
Article
ISSN
0026-1335

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A General Class of Multivariate Skew-Ell
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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