Multivariate skew-symmetric distributions

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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: Applied Mathematics Letters

سال: 2003

ISSN: 0893-9659

DOI: 10.1016/s0893-9659(03)00060-0