Title of article
Characteristic functions of scale mixtures of multivariate skew-normal distributions
Author/Authors
Kim، نويسنده , , Hyoung-Moon and Genton، نويسنده , , Marc G.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2011
Pages
13
From page
1105
To page
1117
Abstract
We obtain the characteristic function of scale mixtures of skew-normal distributions both in the univariate and multivariate cases. The derivation uses the simple stochastic relationship between skew-normal distributions and scale mixtures of skew-normal distributions. In particular, we describe the characteristic function of skew-normal, skew- t , and other related distributions.
Keywords
Characteristic function , MULTIVARIATE , Mixing , scale mixture , Selection , Skew-normal , Skew- t
Journal title
Journal of Multivariate Analysis
Serial Year
2011
Journal title
Journal of Multivariate Analysis
Record number
1565606
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