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Generalized skew-elliptical distributions and their quadratic forms

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  • Marc Genton
  • Nicola Loperfido

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Suggested Citation

  • Marc Genton & Nicola Loperfido, 2005. "Generalized skew-elliptical distributions and their quadratic forms," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 389-401, June.
    • Handle: RePEc:spr:aistmt:v:57:y:2005:i:2:p:389-401
    DOI: 10.1007/BF02507031
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    References listed on IDEAS

    as
    1. Arnold, Barry C. & Beaver, Robert J., 2000. "The skew-Cauchy distribution," Statistics & Probability Letters, Elsevier, vol. 49(3), pages 285-290, September.
    2. Genton, Marc G. & He, Li & Liu, Xiangwei, 2001. "Moments of skew-normal random vectors and their quadratic forms," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 319-325, February.
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