A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions

Tomer Shushi

doi:10.1016/j.spl.2016.08.017

A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions

Tomer Shushi

Department of Physics

Research output: Contribution to journal › Article › peer-review

13 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	301-304
Number of pages	4
Journal	Statistics and Probability Letters
Volume	119
DOIs	https://doi.org/10.1016/j.spl.2016.08.017
State	Published - 1 Dec 2016

Keywords

Characteristic function
Generalized skew elliptical distributions
Skewed distributions

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2016.08.017

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abstract = "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.",

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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.

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KW - Generalized skew elliptical distributions

KW - Skewed distributions

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JO - Statistics and Probability Letters

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A proof for the conjecture of characteristic function of the generalized skew-elliptical distributions

Abstract

Keywords

ASJC Scopus subject areas

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