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Generalized skew-elliptical distributions and their quadratic forms

Marc Genton (genton@stat.tamu.edu) and Nicola Loperfido

Annals of the Institute of Statistical Mathematics, 2005, vol. 57, issue 2, 389-401

Keywords: Elliptical distribution; invariance; kurtosis; selection model; skewness; weighted distribution (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (48)

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DOI: 10.1007/BF02507031

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