Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions

The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established and then their probabilistic properties, such as characteristic function, moments, quadratic forms as well as transformation properties, are investigated.(c) 2023 Elsevier Inc. All rights reserved.

Automated summary

The family of multivariate skew-normal distributions has interesting properties, which also hold for a general class of skew-elliptical distributions.