The skew elliptical distributions and their quadratic forms.
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Publication:1426349
DOI10.1016/S0047-259X(03)00054-XzbMath1042.60005MaRDI QIDQ1426349
Publication date: 14 March 2004
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
normal distribution; moment generating function; skewness; spherical distribution; Fisher-Cochran theorem
62H10: Multivariate distribution of statistics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60E05: Probability distributions: general theory
Related Items
The Skew-normal Distribution and Related Multivariate Families*, Noncentral matrix quadratic forms of the skew elliptical variables, The \(t\) statistic of the skew elliptical distributions, Sample mean, covariance and \(T^{2}\) statistic of the skew elliptical model, Noncentral quadratic forms of the skew elliptical variables
Cites Work
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- 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