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

页码：359 / 363

页数：5

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