A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families

DOI10.1016/j.jmva.2014.07.007zbMath1360.62251OpenAlexW2097381289MaRDI QIDQ458633

Marc G. Genton, Subhajit Dutta

Publication date: 8 October 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.07.007

zbMATH Keywords

skewed distributionssign functiondistribution of products of random variableshalf-normal distributionsymmetric distributions

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Uses Software

• sn
• mvShapiroTest

Cites Work

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