A class of multivariate skew-normal models

Arjun Gupta and John Chen

Annals of the Institute of Statistical Mathematics, 2004, vol. 56, issue 2, 305-315

Keywords: Moment generating function; skewness; stochastic representation; quadratic form; multivariate normal distribution; Helmert matrix (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (11)

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DOI: 10.1007/BF02530547

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