Series form of the characteristic functions of scale mixtures of multivariate skew-normal distributions

DOI10.1016/j.matcom.2022.02.033OpenAlexW4220883142MaRDI QIDQ2140045

SungBum Kim, Hyoung-Moon Kim

Publication date: 20 May 2022

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2022.02.033

zbMATH Keywords

error functioncharacteristic functionseries representationscale mixtures of skew-normal distributionsFaddeeva function

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Related Items (1)

Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions

Uses Software

• DLMF
• sn
• fgof
• expint

Cites Work

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• The multivariate skew-slash distribution
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• On scale mixtures of normal distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• The wrapped skew-normal distribution on the circle
• Multivariate T-Distributions and Their Applications
• A new generalization of skew-T distribution with volatility models
• Value-at-risk estimation with new skew extension of generalized normal distribution
• A general class of multivariate skew-elliptical distributions

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