TY - JOUR
T1 - A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions
AU - Shushi, Tomer
N1 - Funding Information:
I would like to thank the anonymous referee for the useful comments. I acknowledges support from the John Templeton Foundation (Project ID 43297) and from the Israel Science Foundation (grant nu. 1190/13 ). The opinions expressed in this publication are those of the authors and do not necessarily reflect the views of any of these supporting foundations.
Publisher Copyright:
© 2016 Elsevier B.V.
PY - 2016/12/1
Y1 - 2016/12/1
N2 - In the paper of Genton and Loperfido (Genton and Loperfido (2005)), the authors introduced the multivariate generalized skew-elliptical distributions, which is a family of skewed distributions that contains the more familiar skew-normal and skew-Student-t distributions. In the same paper the authors conjectured the structure of the characteristic function of the proposed family of distributions. In this short letter we prove their conjecture.
AB - In the paper of Genton and Loperfido (Genton and Loperfido (2005)), the authors introduced the multivariate generalized skew-elliptical distributions, which is a family of skewed distributions that contains the more familiar skew-normal and skew-Student-t distributions. In the same paper the authors conjectured the structure of the characteristic function of the proposed family of distributions. In this short letter we prove their conjecture.
KW - Characteristic function
KW - Generalized skew elliptical distributions
KW - Skewed distributions
UR - http://www.scopus.com/inward/record.url?scp=84988354740&partnerID=8YFLogxK
U2 - 10.1016/j.spl.2016.08.017
DO - 10.1016/j.spl.2016.08.017
M3 - Article
AN - SCOPUS:84988354740
SN - 0167-7152
VL - 119
SP - 301
EP - 304
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
ER -