Extended generalized skew-elliptical distributions and their moments

DOI10.1007/s13171-016-0090-2zbMath1373.60030OpenAlexW2527731970MaRDI QIDQ2364051

Tomer Shushi, Udi E. Makov, Zinoviy Landsman

Publication date: 17 July 2017

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-016-0090-2

zbMATH Keywords

Radon-Nikodym derivativeextended skew-normal distributionmeasurable mapmaximum likelihood equationsmultivariate elliptical distributionsmultivariate generalized skew-elliptical distributions

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items

Stein’s Lemma for generalized skew-elliptical random vectors, Tail variance for Generalized Skew-Elliptical distributions, A stochastic ordering based on the canonical transformation of skew-normal vectors, Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-\(t\) distribution, Tail conditional moment for generalized skew-elliptical distributions

Uses Software

• sn
• AnDarl

Cites Work

• Multivariate extended skew-\(t\) distributions and related families
• Generalized skew-elliptical distributions and their quadratic forms
• Skewed distributions generated by the normal kernel.
• Statistical aspects of the scalar extended skew-normal distribution
• Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors.
• Stein's lemma for elliptical random vectors
• On the generalization of Stein's lemma for elliptical class of distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• A unified view on skewed distributions arising from selections
• The Skew-normal Distribution and Related Multivariate Families*
• Tail Conditional Expectations for Elliptical Distributions
• A general class of multivariate skew-elliptical distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item