A new construction for skew multivariate distributions (Q2567123): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 07:49, 3 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new construction for skew multivariate distributions |
scientific article |
Statements
A new construction for skew multivariate distributions (English)
0 references
29 September 2005
0 references
Starting with an elliptically contoured multivariate distribution and then imposing linear constraints on the vector random variable, the authors arrive at a general class of distributions. The authors call them skew elliptic distributions. By considering different types of contraints they obtain several classes of skew multivariate distributions. It is shown that the skew distributions obtained by other authors are special cases of the new distributions. Moment generating functions for these classes of skew multivariate distributions are also derived.
0 references
skew multivariate distributions
0 references
elliptically contoured distributions
0 references
skew normal distribution
0 references
skewed Cauchy distribution
0 references
multivariate \(t\)-distribution
0 references
moment generating function
0 references