A proof for the existence of multivariate singular generalized skew-elliptical density functions

Publication date: October 2018Source: Statistics & Probability Letters, Volume 141Author(s): Tomer ShushiAbstractWe derive the density functions of multivariate singular generalized skew-elliptical distributions, present their characteristic function, and derive explicit formulas for the expectation and the covariance matrix. This letter generalizes results given in Díaz-García et al. (2002) and Young et al. (2016) about the existence of multivariate singular elliptical and multivariate singular skew-normal density functions, respectively.

Source: Statistics and Probability Letters - July 10, 2018 Category: Statistics Source Type: research