A generalization of multivariate asymmetricdistributions by elliptical-copulas

In the real world, most of the variables are related to each other and are associated withskewness. In this article, we introduce a generalization of multivariate skew - normal and skew - tdistributions when the variables are related to each other through a copula function, and nally weexamine the results obtained in this research by a simulation analysis.

کلیدواژه ها:

Copula function ، Skew-normal ، Skew-t ، Gaussian-copula ، t-copula.