| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155212 | Statistics & Probability Letters | 2008 | 5 Pages |
Abstract
Moments of multivariate skew-symmetric distributions which are generated from spherically symmetric and elliptically symmetric kernels are considered. For a rather general class of spherically symmetric kernels a strong relationship to the univariate case is established. This is exploited to demonstrate that the structure of the mean is that of shrinkage towards the origin. This result is generalized to skew-elliptical distributions.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dale Umbach,