Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7547906 | Statistics & Probability Letters | 2018 | 13 Pages |
Abstract
We derive the density functions of multivariate singular generalized skew-elliptical distributions, present their characteristic function, and derive explicit formulas for the expectation and the covariance matrix. This letter generalizes results given in DÃaz-GarcÃa et al. (2002) and Young et al. (2016) about the existence of multivariate singular elliptical and multivariate singular skew-normal density functions, respectively.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Tomer Shushi,