Generalized skew-elliptical distributions are closed under affine transformations
DOI10.1016/j.spl.2017.10.012zbMath1440.62193OpenAlexW2766905676MaRDI QIDQ1698236
Publication date: 15 February 2018
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2017.10.012
characteristic functionskewed distributionsmarginal distributionsgeneralized skew-elliptical distributions
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)
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Cites Work
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