The skew elliptical distributions and their quadratic forms.
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Publication:1426349
DOI10.1016/S0047-259X(03)00054-XzbMath1042.60005OpenAlexW1998504225MaRDI QIDQ1426349
Publication date: 14 March 2004
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00054-x
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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Cites Work
- Multivariate Liouville distributions
- The skew-Cauchy distribution
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
- Moments of skew-normal random vectors and their quadratic forms
- A general class of multivariate skew-elliptical distributions
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