Multivariate skew-symmetric distributions

Applied Mathematics Letters

Volumn 16, Issue 5, 2003, Pages 643-646

  Gupta, A K ^a   Chang, F C ^b  

^a BOWLING GREEN STATE UNIVERSITY   (United States)

^b NATIONAL SUN YAT SEN UNIVERSITY   (Taiwan)

Author keywords

Moment generating function; Moments; Skew normal distribution; Skewness; Wishart distribution

Indexed keywords

EID: 84867970322     PISSN: 08939659     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0893-9659(03)00060-0     Document Type: Article

References (7)

1. A.K Gupta, and T Kollo Multivariate skew normal distribution: Some properties and density expansions Second Edition T.R. No. 00-3 2000 Department of Mathematics and Statistics, Bowling Green State University
2. A Azzalini, and A Dalla Valle The multivariate skew normal distribution Biometrika 83 4 1996 715 726
3. A Azzalini, and A Capitanio Statistical applications of the multivariate skew normal distribution J. R. Statist. Soc. B 61 1999 579 602
4. A.K Gupta, and D.K Nagar Matrix Variate Distributions 2000 Chapman and Hall/CRC Boca Raton, FL
5. A.K Gupta, and T Varga Elliptically Contoured Models in Statistics 1993 Kluwer Academic Dordrecht
6. A.K Gupta, F.-C Chang, and W.-J Huang Some skew-symmetric models Random Operators and Stochastic Equations 10 2 2002 133 140
7. T.W Anderson An Introduction to Multivariate Statistical Analysis Second Edition 1984 Wiley New York