Explicit formulas for the cumulants and the vector-valued odd moments of the multivariate linearly skewed elliptical distributions |
| |
| Authors: | Tomer Shushi |
| |
| Institution: | 1. Department of Economics and Business Management, Ariel University, Ariel, Israel;2. Actuarial Research Center, Department of Statistics, University of Haifa, Haifa, Israel |
| |
| 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. |
| |
| Keywords: | Cumulants multivariate moments skew-normal distribution skew-elliptical distributions vector-valued moments |
|
|
