Characteristic functions of scale mixtures of multivariate skew-normal distributions

DOI10.1016/J.JMVA.2011.03.004zbMath1221.60020OpenAlexW2107563144MaRDI QIDQ548642

Hyoung-Moon Kim, Marc G. Genton

Publication date: 29 June 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.03.004

zbMATH Keywords

characteristic functionselectionmixingmultivariateskew-\(t\)skew-normalscale mixture

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Uses Software

• sn

Cites Work

• Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective
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• An approximation for the complex normal probability integral
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• The multivariate skew-slash distribution
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• On the Unification of Families of Skew-normal Distributions
• A note on the equicorrelated multivariate normal distribution
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• The wrapped skew-normal distribution on the circle
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• Multivariate T-Distributions and Their Applications
• Bayesian Inference for Stable Distributions
• A unified view on skewed distributions arising from selections
• The Skew-normal Distribution and Related Multivariate Families*
• A general class of multivariate skew-elliptical distributions
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