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A proof for the existence of multivariate singular generalized skew-elliptical density functions

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  • Shushi, Tomer

Abstract

We derive the density functions of multivariate singular generalized skew-elliptical distributions, present their characteristic function, and derive explicit formulas for the expectation and the covariance matrix. This letter generalizes results given in Díaz-García et al. (2002) and Young et al. (2016) about the existence of multivariate singular elliptical and multivariate singular skew-normal density functions, respectively.

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  • Shushi, Tomer, 2018. "A proof for the existence of multivariate singular generalized skew-elliptical density functions," Statistics & Probability Letters, Elsevier, vol. 141(C), pages 50-55.
    • Handle: RePEc:eee:stapro:v:141:y:2018:i:c:p:50-55
    DOI: 10.1016/j.spl.2018.05.018
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