Affiliations: Department of Statistics, St. Thomas College, Pala, Kerala, India
Corresponding author: Department of Statistics, St. Thomas College, Pala, Kerala, India. Tel.: +99 47217775; E-mail: [email protected].
Abstract: The slash distributions are flexible distributions that can take skewness and heavy tails into account. In this article we define skewed versions of multivariate slash t distribution and multivariate slash Cauchy distribution. These distributions belong to the multivariate skew-slash elliptical family. We explore various tractable properties of these distributions. Finally, we illustrate the application of the skew-slash t distribution.
Keywords: Skew Cauchy distribution, skew-slash Cauchy distribution, skew-slash t distribution, skew-t distribution