The multivariate skew-slash t and skew-slash Cauchy distributions

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.