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Distributions generated by perturbation of symmetry with emphasis on a multivariate skew "t"-distribution

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  • Adelchi Azzalini
  • Antonella Capitanio

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  • Adelchi Azzalini & Antonella Capitanio, 2003. "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew "t"-distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 367-389.
  • Handle: RePEc:bla:jorssb:v:65:y:2003:i:2:p:367-389
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    1. Marc Genton & Nicola Loperfido, 2005. "Generalized skew-elliptical distributions and their quadratic forms," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 389-401, June.
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