摘要：In this article, a class of multivariate uni ed skew-elliptical (SUE) distributions is introduced and studied in detail. In particular, three stochastic representations, the cumulative distribution function, marginal and conditional distributions, linear transformations, additivity, quadratic forms, and moments of SUE distributions are presented. The paper ends with a discussion of di erent but equivalent parameterizations for the density-based de nition of SUE distributions.
