The t statistic of the skew elliptical distributions

DOI10.1016/J.JSPI.2004.04.007MaRDI QIDQ2485977zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 5 August 2005

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2004.04.007

zbMATH Keywords

DependenceNormal distributionSkewnessSpherical distributiont distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• The asymptotic distributions of the statistics of the skew elliptical variables
• Sample mean, covariance and \(T^{2}\) statistic of the skew elliptical model
• scientific article; zbMATH DE number 5548240
• The skew elliptical distributions and their quadratic forms.
• Testing for sub-models of the skew \(t\)-distribution

Cites work

• A general class of multivariate skew-elliptical distributions
• Comparing the exact distribution of the t-statistic to student's distribution when its constituent normal and chi-squared variables are dependent
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Hidden truncation models
• scientific article; zbMATH DE number 3173184 (Why is no real title available?)
• scientific article; zbMATH DE number 4056661 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• Moments of skew-normal random vectors and their quadratic forms
• RELIABILITY STUDIES OF THE SKEW-NORMAL DISTRIBUTION AND ITS APPLICATION TO A STRENGTH-STRESS MODEL
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• The skew elliptical distributions and their quadratic forms.

Cited in

(11)

• Testing for sub-models of the skew \(t\)-distribution
• Sample mean, covariance and \(T^{2}\) statistic of the skew elliptical model
• The asymptotic distributions of the statistics of the skew elliptical variables
• Skewness-kurtosis bounds for the skewed generalized \(T\) and related distributions
• scientific article; zbMATH DE number 5548240 (Why is no real title available?)
• A Skew Extension of the T-Distribution, with Applications
• The Kumaraswamy skew-t distribution and its related properties
• Testing the mean of skewed distributions: Chen's t₂ test revisited
• scientific article; zbMATH DE number 5232090 (Why is no real title available?)
• The modality of skew t-distribution
• The centred parameterization and related quantities of the skew-t distribution

This page was built for publication: The \(t\) statistic of the skew elliptical distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2485977)