Multivariate Skew Distributions Based on the GT-Copula
نویسندگان
چکیده
منابع مشابه
Multivariate skew-symmetric distributions
In this paper, a class of multivariate skew distributions has been explored. Then its properties are derived. The relationship between the multivariate skew normal and the Wishart distribution is also studied. @ 2003 Elsevier Science Ltd. All rights reserved. Keywords-Skew normal distribution, Wishart distribution, Moment generating function, Moments. Skewness.
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ژورنال
عنوان ژورنال: Brazilian Review of Econometrics
سال: 2006
ISSN: 1980-2447
DOI: 10.12660/bre.v26n22006.1578