Generalized skew-elliptical distributions are closed under affine transformations

Tomer Shushi

doi:10.1016/j.spl.2017.10.012

Generalized skew-elliptical distributions are closed under affine transformations

Tomer Shushi

Department of Business Administration

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

16 Scopus citations

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.

Original language	English
Pages (from-to)	1-4
Number of pages	4
Journal	Statistics and Probability Letters
Volume	134
DOIs	https://doi.org/10.1016/j.spl.2017.10.012
State	Published - 1 Mar 2018

Keywords

Characteristic function
Generalized skew-elliptical distributions
Marginal distributions
Skewed distributions

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Access to Document

10.1016/j.spl.2017.10.012

Cite this

@article{8cdd3faeffd64bcdb45848e39ac896e5,

title = "Generalized skew-elliptical distributions are closed under affine transformations",

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",

author = "Tomer Shushi",

note = "Publisher Copyright: {\textcopyright} 2017 Elsevier B.V.",

year = "2018",

month = mar,

day = "1",

doi = "10.1016/j.spl.2017.10.012",

language = "English",

volume = "134",

pages = "1--4",

journal = "Statistics and Probability Letters",

issn = "0167-7152",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - Generalized skew-elliptical distributions are closed under affine transformations

AU - Shushi, Tomer

PY - 2018/3/1

Y1 - 2018/3/1

N2 - 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.

AB - 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.

KW - Characteristic function

KW - Generalized skew-elliptical distributions

KW - Marginal distributions

KW - Skewed distributions

UR - https://www.scopus.com/pages/publications/85034608696

U2 - 10.1016/j.spl.2017.10.012

DO - 10.1016/j.spl.2017.10.012

M3 - Article

AN - SCOPUS:85034608696

SN - 0167-7152

VL - 134

SP - 1

EP - 4

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Generalized skew-elliptical distributions are closed under affine transformations

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this