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… Click to show full 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 χ2 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.
               
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