Weizhong Tian, Fengrong Wei
October 16, 2019
In this paper, the scale mixtures of multivariate skew slash distributions is introduced. The probability density function with some additional properties are discussed. The first four order moments, skewness and kurtosis of this distribution are calculated. Furthermore, the first two moments of its quadratic forms are obtained. In particular, the linear transformation, stochastic representation and hierarchical representation are studied. In the end, the EM algorithm is proposed.