Abstract
In the paper of Genton and Loperfido (Genton and Loperfido (2005)), the authors introduced the multivariate generalized skew-elliptical distributions, which is a family of skewed distributions that contains the more familiar skew-normal and skew-Student-t distributions. In the same paper the authors conjectured the structure of the characteristic function of the proposed family of distributions. In this short letter we prove their conjecture.
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