Abstract
In this letter explicit expressions are derived for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical family of distributions. The general calculations of such moments are described by multivariate integrals which complicate the calculations. We show how such multivariate computations can be projected into a univariate framework, which extremely simplifies the computations.
| Original language | English |
|---|---|
| Pages (from-to) | 3085-3091 |
| Number of pages | 7 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 48 |
| Issue number | 12 |
| DOIs | |
| State | Published - 18 Jun 2019 |
Bibliographical note
Publisher Copyright:© 2018, © 2018 Taylor & Francis Group, LLC.
Keywords
- Cumulants
- multivariate moments
- skew-elliptical distributions
- skew-normal distribution
- vector-valued moments
ASJC Scopus subject areas
- Statistics and Probability