Cumulants of Multivariate Symmetric and Skew Symmetric Distributions

This paper provides a systematic and comprehensive treatment for obtaining general expressions of any order, for the moments and cumulants of spherically and elliptically symmetric multivariate distributions; results for the case of multivariate t-distribution and related skew-t distribution are dis...

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Bibliographic Details
Published inSymmetry (Basel) Vol. 13; no. 8; p. 1383
Main Authors Jammalamadaka, Sreenivasa Rao, Taufer, Emanuele, Terdik, Gyorgy H.
Format Journal Article
LanguageEnglish
Published Basel MDPI AG 01.08.2021
Subjects
elliptically symmetric distributions
Multivariate analysis
multivariate cumulants
multivariate skew-symmetric distributions
Random variables
Skewed distributions
spherically symmetric distributions
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Summary:This paper provides a systematic and comprehensive treatment for obtaining general expressions of any order, for the moments and cumulants of spherically and elliptically symmetric multivariate distributions; results for the case of multivariate t-distribution and related skew-t distribution are discussed in some detail.
ISSN:2073-8994
2073-8994
DOI:10.3390/sym13081383