Multivariate skew-symmetric distributions

نویسندگان

  • Arjun K. Gupta
  • Fu-Chuen Chang
چکیده

In this paper, a class of multivariate skew distributions has been explored. Then its properties are derived. The relationship between the multivariate skew normal and the Wishart distribution is also studied. @ 2003 Elsevier Science Ltd. All rights reserved. Keywords-Skew normal distribution, Wishart distribution, Moment generating function, Moments. Skewness.

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عنوان ژورنال:
  • Appl. Math. Lett.

دوره 16  شماره 

صفحات  -

تاریخ انتشار 2003