A proof for the existence of multivariate singular generalized skew-elliptical density functions

DOI10.1016/j.spl.2018.05.018zbMath1402.62100OpenAlexW2807598615WikidataQ129736505 ScholiaQ129736505MaRDI QIDQ722655

Tomer Shushi

Publication date: 27 July 2018

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

Full work available at URL: https://doi.org/10.1016/j.spl.2018.05.018

zbMATH Keywords

characteristic functionpseudoinversehigh-dimensional dataLebesgue measureaffine subspacegeneralized skew-elliptical distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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