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

作者：Shushi Tomer^*

来源：Statistics & Probability Letters, 2016, 119: 301-304.

DOI：10.1016/j.spl.2016.08.017

• Characteristic function
• Generalized skew elliptical distributions
• Skewed distributions

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.

• 出版日期2016-12