Characteristic functions of scale mixtures of multivariate skew-normal distributions

Handle URI:
http://hdl.handle.net/10754/597754
Title:
Characteristic functions of scale mixtures of multivariate skew-normal distributions
Authors:
Kim, Hyoung-Moon; Genton, Marc G.
Abstract:
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. © 2011 Elsevier Inc.
Citation:
Kim H-M, Genton MG (2011) Characteristic functions of scale mixtures of multivariate skew-normal distributions. Journal of Multivariate Analysis 102: 1105–1117. Available: http://dx.doi.org/10.1016/j.jmva.2011.03.004.
Publisher:
Elsevier BV
Journal:
Journal of Multivariate Analysis
KAUST Grant Number:
KUS-C1-016-04
Issue Date:
Aug-2011
DOI:
10.1016/j.jmva.2011.03.004
Type:
Article
ISSN:
0047-259X
Sponsors:
The authors thank Reinaldo Arellano-Valle, Cornelis Potgieter, and an anonymous referee for valuable comments. Genton's research was supported in part by NSF grant DMS-1007504 and by Award No. KUS-C1-016-04, made by King Abdullah University of Science and Technology (KAUST).
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Full metadata record

DC FieldValue Language
dc.contributor.authorKim, Hyoung-Moonen
dc.contributor.authorGenton, Marc G.en
dc.date.accessioned2016-02-25T12:56:07Zen
dc.date.available2016-02-25T12:56:07Zen
dc.date.issued2011-08en
dc.identifier.citationKim H-M, Genton MG (2011) Characteristic functions of scale mixtures of multivariate skew-normal distributions. Journal of Multivariate Analysis 102: 1105–1117. Available: http://dx.doi.org/10.1016/j.jmva.2011.03.004.en
dc.identifier.issn0047-259Xen
dc.identifier.doi10.1016/j.jmva.2011.03.004en
dc.identifier.urihttp://hdl.handle.net/10754/597754en
dc.description.abstractWe 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. © 2011 Elsevier Inc.en
dc.description.sponsorshipThe authors thank Reinaldo Arellano-Valle, Cornelis Potgieter, and an anonymous referee for valuable comments. Genton's research was supported in part by NSF grant DMS-1007504 and by Award No. KUS-C1-016-04, made by King Abdullah University of Science and Technology (KAUST).en
dc.publisherElsevier BVen
dc.subjectCharacteristic functionen
dc.subjectMixingen
dc.subjectMultivariateen
dc.subjectScale mixtureen
dc.subjectSelectionen
dc.subjectSkew-normalen
dc.subjectSkew-ten
dc.titleCharacteristic functions of scale mixtures of multivariate skew-normal distributionsen
dc.typeArticleen
dc.identifier.journalJournal of Multivariate Analysisen
dc.contributor.institutionKonkuk University, Seoul, South Koreaen
dc.contributor.institutionTexas A and M University, College Station, United Statesen
kaust.grant.numberKUS-C1-016-04en
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