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Generalized skew-elliptical distributions and their quadratic forms

✍ Scribed by Marc G. Genton; Nicola M. R. Loperfido


Publisher
Springer Japan
Year
2005
Tongue
English
Weight
783 KB
Volume
57
Category
Article
ISSN
0020-3157

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A General Class of Multivariate Skew-Ell
✍ MΓ‘rcia D. Branco; Dipak K. Dey πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 136 KB

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