A new family of multivariate skew slash distribution. Issue 23 (2nd December 2018)

• Record Type: Journal Article
• Authors: Tian, Weizhong; Wang, Tonghui; Gupta, Arjun K.
• Is Part Of: Communications in statistics. Volume 47:Issue 23(2018)
• Page Start: 5812
• Page End: 5824
• Publication Date: 2018-12-02
• Subjects: Moment-generating function -- Skew normal distribution -- Skew slash distribution -- Quadratic form.; 60E05 -- 62H05 -- 62H25; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2017.1402049
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: In this article, the new family of multivariate skew slash distribution is defined. According to the definition, a stochastic representation of the multivariate skew slash distribution is derived. The first four moments and measures of skewness and kurtosis of a random vector with the multivariate skew slash distribution are obtained. The distribution of quadratic forms for the multivariate skew slash distribution and the non central skew slash χ 2 distribution are studied. Maximum likelihood inference and real data illustration are discussed. In the end, the potential extension of multivariate skew slash distribution is discussed.