Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions

DOI10.1016/j.jmva.2023.105240arXiv2309.08085MaRDI QIDQ6183688

Narayanaswamy Balakrishnan, Chuan-Cun Yin

Publication date: 4 January 2024

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

Full work available at URL: https://arxiv.org/abs/2309.08085

zbMATH Keywords

momentscharacteristic functionsquadratic formsskew-normal distributionsstochastic representationsskew-elliptical distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10) Multivariate analysis (62Hxx)

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