A new construction for skew multivariate distributions

DOI10.1016/j.jmva.2004.09.001zbMath1076.62051MaRDI QIDQ2567123

Dey, Dipak K., Jun-Feng Liu

Publication date: 29 September 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.09.001

zbMATH Keywords

moment generating function; skew normal distribution; multivariate \(t\)-distribution; elliptically contoured distributions; skew multivariate distributions; skewed Cauchy distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

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

60E05: Probability distributions: general theory

Cites Work

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