Article ID Journal Published Year Pages File Type
7548714 Statistics & Probability Letters 2018 4 Pages PDF
Abstract
In this short letter we prove that the family of multivariate generalized skew-elliptical distributions is closed under affine transformations. This fundamental property has many applications in applied and theoretical probability.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Generalized skew-elliptical distributions are closed under affine transformations
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