scientific article; zbMATH DE number 3858203

MaRDI QIDQ3326632zbMATH OpenFDO

Authors Kenneth S. Miller

Publication date 1983

zbMATH Keywords

covariance matrixinverse covariance matrixkurtosismean vectormoment generating functionskew multivariate distributionsskewness

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

Recommendations

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• Multivariate skewt-distribution
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Cited in

(3)

• New statistical law named J-law -- and its feathers
• Marginal distributions of random vectors generated by affine transformations of independent two-piece normal variables
• Some moment relationships for multivariate skew-symmetric distributions

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