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Generalized skew-elliptical distributions and their quadratic forms

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Author Info
Marc Genton ()
Nicola Loperfido ()

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Abstract

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File URL: http://hdl.handle.net/10.1007/BF02507031
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Publisher Info
Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

Volume (Year): 57 (2005)
Issue (Month): 2 (June)
Pages: 389-401
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Handle: RePEc:spr:aistmt:v:57:y:2005:i:2:p:389-401

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Related research
Keywords: Elliptical distribution; invariance; kurtosis; selection model; skewness; weighted distribution;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Genton, Marc G. & He, Li & Liu, Xiangwei, 2001. "Moments of skew-normal random vectors and their quadratic forms," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 319-325, February. [Downloadable!] (restricted)
  2. Arnold, Barry C. & Beaver, Robert J., 2000. "The skew-Cauchy distribution," Statistics & Probability Letters, Elsevier, vol. 49(3), pages 285-290, September. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Samuel Kotz & Donatella Vicari, 2005. "Survey of developments in the theory of continuous skewed distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 225-261. [Downloadable!]
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This page was last updated on 2009-12-4.


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