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Cumulants of Multivariate Symmetric and Skew Symmetric Distributions
Symmetry ( IF 2.940 ) Pub Date : 2021-07-29 , DOI: 10.3390/sym13081383
Sreenivasa Rao Jammalamadaka , Emanuele Taufer , Gyorgy H. Terdik

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.

中文翻译:

多元对称和偏斜对称分布的累积量

这篇论文提供了一个系统的、综合的处理,用于获得任何阶的一般表达式,对于球对称和椭圆对称多元分布的矩和累积量;对于多变量的情况下的结果-配送及相关skew-分布在一些详细的讨论。
更新日期:2021-07-29
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