Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146536 | Journal of Multivariate Analysis | 2011 | 13 Pages |
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
Authors
Hyoung-Moon Kim, Marc G. Genton,