Article ID Journal Published Year Pages File Type
7547906 Statistics & Probability Letters 2018 13 Pages PDF
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 Díaz-García 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
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