Ma, Yanyuan; Genton, Marc G. - In: Scandinavian Journal of Statistics 31 (2004) 3, pp. 459-468
We propose a flexible class of skew-symmetric distributions for which the probability density function has the form of a product of a symmetric density and a skewing function. By constructing an enumerable dense subset of skewing functions on a compact set, we are able to consider a family of...