Some moment relationships for multivariate skew-symmetric distributions

Dale Umbach

Statistics & Probability Letters, 2008, vol. 78, issue 12, 1619-1623

Abstract: Moments of multivariate skew-symmetric distributions which are generated from spherically symmetric and elliptically symmetric kernels are considered. For a rather general class of spherically symmetric kernels a strong relationship to the univariate case is established. This is exploited to demonstrate that the structure of the mean is that of shrinkage towards the origin. This result is generalized to skew-elliptical distributions.

Date: 2008
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