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Azzalini–Genton conjecture on singularity-free multivariate skew-t distributions
The multivariate skew- $t$ distributions are obtained by using the skewing function … with finite $\nu>0$ , where $\Pi$ is the c.d.f. of a Student variable with $\nu+k$ degrees of fr…
Conjectureopenmathematical-statistics singularity-problems skew-t-distributionsarXiv posted 2 days ago

Azzalini–Genton conjecture on singularity-free multivariate skew-t distributions