Christopher Field, Marc G. Genton. The Multivariate g-and-h Distribution. Technometrics, 48(1):104-111, 2006. [doi]
@article{FieldG06,
title = {The Multivariate g-and-h Distribution},
author = {Christopher Field and Marc G. Genton},
year = {2006},
doi = {10.1198/004017005000000562},
url = {http://dx.doi.org/10.1198/004017005000000562},
researchr = {https://researchr.org/publication/FieldG06},
cites = {0},
citedby = {0},
journal = {Technometrics},
volume = {48},
number = {1},
pages = {104-111},
}