Quadratic forms in skew normal variates

DOI10.1016/S0022-247X(02)00270-6zbMath1005.62058MaRDI QIDQ1856803

Arjun K. Gupta, Wen-Jang Huang

Publication date: 11 February 2003

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

moments; independence; characteristic functions; serial correlation; ratio of quadratic forms; linear compounds

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

Multivariate skewt-distribution, Characterization of Continuous Symmetric Distributions Based on Families of Skewed Distributions, The Skew-normal Distribution and Related Multivariate Families*, Characterization of the skew-normal distribution, A skewed truncated \(t\) distribution, Infinite divisibility of skew Gaussian and Laplace laws, Quadratic forms of multivariate skew normal-symmetric distributions, Generalized skew-Cauchy distribution

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Linear Combinations of Non-Central Chi-Square Variates
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
• Moments of skew-normal random vectors and their quadratic forms
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