an:05915056
Zbl 1221.60020
Kim, Hyoung-Moon; Genton, Marc G.
Characteristic functions of scale mixtures of multivariate skew-normal distributions
EN
J. Multivariate Anal. 102, No. 7, 1105-1117 (2011).
00281674
2011
j
60E10 62E10 60E05
characteristic function; mixing; multivariate; scale mixture; selection; skew-normal; skew-\(t\)
Summary: We obtain the characteristic function of scale mixtures of skew-normal distributions both in the univariate and multivariate cases. The derivation uses the simple stochastic relationship between skew-normal distributions and scale mixtures of skew-normal distributions. In particular, we describe the characteristic function of skew-normal, skew-\(t\), and other related distributions.