A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions

被引：13

作者：

Shushi, Tomer ^{[1
]}

机构：

[1] Ben Gurion Univ Negev, IL-8410501 Beer Sheva, Israel

来源：

STATISTICS & PROBABILITY LETTERS | 2016年 / 119卷

基金：

以色列科学基金会;

关键词：

Characteristic function; Generalized skew elliptical distributions; Skewed distributions;

D O I：

10.1016/j.spl.2016.08.017

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the paper of Genton and Loperfido (Genton and Loperfido (2005)), the authors introduced the multivariate generalized skew-elliptical distributions, which is a family of skewed distributions that contains the more familiar skew-normal and skew-Student-t distributions. In the same paper the authors conjectured the structure of the characteristic function of the proposed family of distributions. In this short letter we prove their conjecture. (C) 2016 Elsevier B.V. All rights reserved.

引用

页码：301 / 304

页数：4

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