Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548955 | Statistics & Probability Letters | 2016 | 7 Pages |
Abstract
In the paper of Genton and Loperfido (Genton and Loperfido (2005)), the authors introduced the multivariate generalized skew-elliptical distributions, which is a family of skewed distributions that contains the more familiar skew-normal and skew-Student-t distributions. In the same paper the authors conjectured the structure of the characteristic function of the proposed family of distributions. In this short letter we prove their conjecture.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Tomer Shushi,