• Title of article

    A General Class of Multivariate Skew-Elliptical Distributions

  • Author/Authors

    Branco ، نويسنده , , Mلrcia D. and Dey، نويسنده , , Dipak K.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2001
  • Pages
    15
  • From page
    99
  • To page
    113
  • Abstract
    This paper proposes a general class of multivariate skew-elliptical distributions. We extend earlier results on the so-called multivariate skew-normal distribution. This family of distributions contains the multivariate normal, Studentʹs t, exponential power, and Pearson type II, but with an extra parameter to regulate skewness. We also obtain the moment generating functions and study some distributional properties. Several examples are provided.
  • Keywords
    Exponential power family , mixture of normals , Pearson type II , Skewness , Elliptical distributions
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2001
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557733

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1557733