Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution

DOI10.1111/1467-9868.00391zbMath1065.62094arXiv0911.2342OpenAlexW3121736584MaRDI QIDQ4665862

Adelchi Azzalini, Antonella Capitanio

Publication date: 11 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.2342

zbMATH Keywords

asymmetry quadratic forms elliptical distributions skewness skew normal distribution multivariate \(t\)-distribution central symmetry Healy's plot

Mathematics Subject Classification ID

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

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