Arellano-Valle, Reinaldo B.; Genton, Marc G. - In: Journal of Multivariate Analysis 96 (2005) 1, pp. 93-116
A new class of multivariate skew-normal distributions, fundamental skew-normal distributions and their canonical version, is developed. It contains the product of independent univariate skew-normal distributions as a special case. Stochastic representations and other main properties of the...