Article ID Journal Published Year Pages File Type
1146536 Journal of Multivariate Analysis 2011 13 Pages PDF
Abstract

We obtain the characteristic function of scale mixtures of skew-normal distributions both in the univariate and multivariate cases. The derivation uses the simple stochastic relationship between skew-normal distributions and scale mixtures of skew-normal distributions. In particular, we describe the characteristic function of skew-normal, skew-tt, and other related distributions.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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