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Cumulants of Multivariate Symmetric and Skew Symmetric Distributions
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https://doi.org/10.3390/sym13081383Abstract
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.
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