Multivariate skew t-distribution

被引：93
|
作者：
Gupta, AK [1 ]
机构：
[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA
[2] Sun Yat Sen Univ, Guangzhou, Peoples R China
来源：
STATISTICS | 2003年 / 37卷 / 04期
关键词：
skewness; moments;
D O I：
10.1080/715019247
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 this paper, we define multivariate skew t-distribution which has some of the properties of multivariate t-distribution and has a shape parameter to represent skewness. Some of its properties are also studied including the moments. Multivariate skew-Cauchy distribution is given as a special case.
引用
收藏
页码：359 / 363
页数：5
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