期刊
JOURNAL OF MULTIVARIATE ANALYSIS
卷 79, 期 1, 页码 99-113出版社
ACADEMIC PRESS INC
DOI: 10.1006/jmva.2000.1960
关键词
elliptical distributions; exponential power family; mixture of normals; Pearson type II; skewness
This paper proposes a general class of multivariate skew-elliptical distributions. We extend earlier results on the so-called multivariate skew-normal distribution. This family of distributions contains the multivariate normal, Student's t, exponential power, and Pearson type II, but with an extra parameter to regulate skewness, We also obtain the moment generating functions and study some distributional properties. Several examples are provided. (C) 2001 Academic Press.
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