Abstract. In this paper, a family of skew-slash distributions is defined and investigated. We define the new family by the scale mixture of a skew-elliptically distributed random variable with the power of a uniform random variable. This family of distributions contains slash-elliptical and skew-slash distributions. We obtain the moments and some distributional properties of the new family of d...

The entropy and mutual information index are important concepts developed by Shannon in the context of information theory. They have been widely studied in the case of the multivariate normal distribution. We first extend these tools to the full symmetric class of multivariate elliptical distributions and then to the more flexible families of multivariate skew-elliptical distributions. We study...

In this paper, we further develop the theory of complete mixability and joint mixability, we provided sufficient conditions for certain univariate distributions with oneside unbounded support that are not joint mixable and complete mixable. An alternative proof to a result of Wang and Wang (2016) which related to the joint mixability of elliptical distributions with the same characteristic gene...

In recent years, the skew-normal models introduced in Azzalini (1985) have enjoyed an amazing success, although an important literature has reported that they exhibit, in the vicinity of symmetry, singular Fisher information matrices and stationary points in the profile log-likelihood function for skewness, with the usual unpleasant consequences for inference. For general multivariate skew-symm...

A new robust class of multivariate skew distributions is introduced. Practical aspects such as parameter estimation method the proposed are discussed, we show that can be fitted under a reasonable time frame. Our study shows capable to model skewness structure and does not suffer from curse dimensionality heavily other similar complexity do, canonical distributions. We also derive nested form w...