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Skew Distributions Generated from Different Families

✍ Scribed by Saralees Nadarajah; Samuel Kotz


Publisher
Springer Netherlands
Year
2006
Tongue
English
Weight
655 KB
Volume
91
Category
Article
ISSN
0167-8019

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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