Moments of scale mixtures of skew-normal distributions and their quadratic forms

DOI10.1080/03610926.2015.1011339zbMath1364.62119OpenAlexW2327919918MaRDI QIDQ2979587

Chiwhan Kim, Hyoung-Moon Kim

Publication date: 25 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1011339

zbMATH Keywords

quadratic formskew-\(t\)skew-normalmultivariate skewnessscale mixtures

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items (5)

Skewness-based projection pursuit: a computational approach ⋮ Generalized skew-elliptical distributions are closed under affine transformations ⋮ Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions ⋮ Data projections by skewness maximization under scale mixtures of skew-normal vectors ⋮ New insights on the multivariate skew exponential power distribution

Uses Software

• sn

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