Generalized skew-elliptical distributions and their quadratic forms

DOI10.1007/BF02507030zbMath1083.62043MaRDI QIDQ816384

Marc G. Genton, Nicola M. R. Loperfido

Publication date: 10 March 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

invariancekurtosisskewnessweighted distributionselection modelnon-random samples

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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