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On the scale mixtures of multivariate skew slash distributions

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Published/Copyright: October 16, 2019

Abstract

In this paper, the scale mixtures of multivariate skew slash distributions is introduced. The probability density function with some additional properties are discussed. The first four order moments, skewness and kurtosis of this distribution are calculated. Furthermore, the first two moments of its quadratic forms are obtained. In particular, the linear transformation, stochastic representation and hierarchical representation are studied. In the end, the EM algorithm is proposed.

MSC 2010: 60E05; 62H05

Communicated by Arjun K. Gupta


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Received: 2018-04-11
Accepted: 2019-08-04
Published Online: 2019-10-16
Published in Print: 2019-12-01

© 2019 Walter de Gruyter GmbH, Berlin/Boston

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