Generalized skew-elliptical distributions are closed under affine transformations

Tomer Shushi

Statistics & Probability Letters, 2018, vol. 134, issue C, 1-4

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.

Keywords: Characteristic function; Generalized skew-elliptical distributions; Marginal distributions; Skewed distributions (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715217303267
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:134:y:2018:i:c:p:1-4

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2017.10.012

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().