A general class of multivariate skew-elliptical distributions

Journal of Multivariate Analysis

Volumn 79, Issue 1, 2001, Pages 99-113

  Branco, Márcia D ^a   Dey, Dipak K ^b  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

^b UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

Elliptical distributions; Exponential power family; Mixture of normals; Pearson type II; Skewness

Indexed keywords

EID: 0035178888     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2000.1960     Document Type: Article

References (10)

1. Scale mixtures of normal distributions
2. On some characterizations of the t-distribution
3. The multivariate skew-normal distribution
4. Statistical applications of the multivariate skew normal distribution
5. Bayesian Modeling of correlated binary response via scale mixture of multivariate normal link functions
6. Distribution theory of spherical distributions and a location-scale parameter generalization