Sample mean, covariance and \(T^{2}\) statistic of the skew elliptical model

DOI10.1016/j.jmva.2005.10.007zbMath1102.62055MaRDI QIDQ2499085

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

robustness; normal distribution; skew normal distribution; \(F\) distribution; skew elliptical distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

Cites Work

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