Sample mean, covariance and T^2 statistic of the skew elliptical model

DOI10.1016/J.JMVA.2005.10.007MaRDI QIDQ2499085zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 14 August 2006

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

Full work available at URL https://doi.org/10.1016/j.jmva.2005.10.007

zbMATH Keywords

\(F\) distributionnormal distributionrobustnessskew elliptical distributionskew normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

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Cites work

• A general class of multivariate skew-elliptical distributions
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• A robustness property of Hotelling's T^ 2-test
• Additive properties of skew normal random vectors
• Formulation and estimation of stochastic frontier production function models
• Hidden truncation models
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• scientific article; zbMATH DE number 45785 (Why is no real title available?)
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• Measures of multivariate skewness and kurtosis with applications
• Moments of random vectors with skew \(t\) distribution and their quadratic forms.
• Moments of skew-normal random vectors and their quadratic forms
• Noncentral quadratic forms of the skew elliptical variables
• Statistical Applications of the Multivariate Skew Normal Distribution
• The Generalization of Student's Ratio
• The multivariate skew-normal distribution
• The skew elliptical distributions and their quadratic forms.

Cited in

(4)

• The \(t\) statistic of the skew elliptical distributions
• scientific article; zbMATH DE number 5548240 (Why is no real title available?)
• Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions
• Invariant distributions of the multivariate tests in the skew elliptical model

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