Definition and probabilistic properties of skew-distributions.

DOI10.1016/S0167-7152(02)00088-3zbMath1045.62046MaRDI QIDQ1871212

Reinaldo B. Arellano-Valle, Ernesto San Martín, Guido E. Del Pino

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Elliptical distributions; Spherical distributions; Skew-distributions; Skew-normal; Stochastic representations

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60E05: Probability distributions: general theory

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