On fundamental skew distributions

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Publication:2571812

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DOI10.1016/j.jmva.2004.10.002zbMath1073.62049OpenAlexW2130878631MaRDI QIDQ2571812

Marc G. Genton, Reinaldo B. Arellano-Valle

Publication date: 14 November 2005

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

Full work available at URL: http://hdl.handle.net/10533/176442

zbMATH Keywords

Quadratic forms Normal Stochastic representation Moment generating function Marginal and conditional distributions spherical and elliptical distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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