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On the canonical form of scale mixtures of skew-normal distributions
affine invariance kurtosis Mardia indices of multivariate skewness and kurtosis scale mixtures of normal distributions skewness skew-normal distribution skewtdistribution.
2012/9/18
The canonical form of scale mixtures of multivariate skew-normal distribution is defined,emphasizing its role in summarizing some key properties of this class of distributions. It is also shown that t...