@article { ISI:000310480000021,
	title = {Multivariate inverse Gaussian and skew-normal densities},
	journal = {Statistics \& Probability Letters},
	volume = {82},
	number = {12},
	year = {2012},
	month = {DEC},
	pages = {2244-2251},
	publisher = {Elsevier Science BV},
	type = {Article},
	abstract = {Based on inverse Gaussian random variables being transformations of skew-normal random variables, multivariate inverse Gaussian densities are obtained from appropriate multivariate skew-normal distributions. The new skew-normal distributions have some closure properties not satisfied by other multivariate skew-normal distributions. (C) 2012 Elsevier B.V. All rights reserved.},
	keywords = {Closure under margins, t distribution, Transformed random variables},
	issn = {0167-7152},
	doi = {10.1016/j.spl.2012.08.004},
	author = {Joe, Harry and Seshadri, Vanamamalai and Arnold, Barry C.}
}
