A new construction for skew multivariate distributions

Journal of Multivariate Analysis

Volumn 95, Issue 2, 2005, Pages 323-344

  Dey, Dipak K ^a   Liu, Junfeng ^a  

^a UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

Elliptical distribution; Linear combination; Linear constraint; Moment generating function; Multivariate normal; Skewness

Indexed keywords

EID: 22944439069     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmva.2004.09.001     Document Type: Article

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