The skew elliptical distributions and their quadratic forms.

DOI10.1016/S0047-259X(03)00054-XzbMath1042.60005OpenAlexW1998504225MaRDI QIDQ1426349

D. Massart

Publication date: 14 March 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00054-x

zbMATH Keywords

normal distributionmoment generating functionskewnessspherical distributionFisher-Cochran theorem

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (15)

Ridge Estimation under the Stochastic Restriction ⋮ The inverse problem of multivariate and matrix-variate skew normal distributions ⋮ Unnamed Item ⋮ Estimation of a covariance matrix in multivariate skew-normal distribution ⋮ Tractable Bayes of Skew-Elliptical Link Models for Correlated Binary Data ⋮ High-Dimensional Alpha Test of the Linear Factor Pricing Models With Heavy-Tailed Distributions ⋮ Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions ⋮ Noncentral matrix quadratic forms of the skew elliptical variables ⋮ Some moment relationships for multivariate skew-symmetric distributions ⋮ The \(t\) statistic of the skew elliptical distributions ⋮ Invariant distributions of the multivariate tests in the skew elliptical model ⋮ Sample mean, covariance and \(T^{2}\) statistic of the skew elliptical model ⋮ Distribution of quadratic forms under skew normal settings ⋮ The Skew-normal Distribution and Related Multivariate Families* ⋮ Noncentral quadratic forms of the skew elliptical variables

Cites Work

• Multivariate Liouville distributions
• The skew-Cauchy distribution
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Moments of skew-normal random vectors and their quadratic forms
• A general class of multivariate skew-elliptical distributions
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• Unnamed Item
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• Unnamed Item
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