Generalized skew-elliptical distributions are closed under affine transformations

DOI10.1016/j.spl.2017.10.012zbMath1440.62193OpenAlexW2766905676MaRDI QIDQ1698236

Tomer Shushi

Publication date: 15 February 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.10.012

zbMATH Keywords

characteristic functionskewed distributionsmarginal distributionsgeneralized skew-elliptical distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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• A note on the direction maximizing skewness in multivariate skew-t vectors
• Moments of scale mixtures of skew-normal distributions and their quadratic forms
• Exploratory Projection Pursuit
• The multivariate skew-normal distribution

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