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

DOI10.1016/j.jmva.2005.10.007zbMath1102.62055OpenAlexW2045730703MaRDI 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

robustnessnormal distributionskew normal distribution\(F\) distributionskew elliptical distribution

Mathematics Subject Classification ID

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

Related Items

Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions

Cites Work

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• Formulation and estimation of stochastic frontier production function models
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• Noncentral quadratic forms of the skew elliptical variables
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• The multivariate skew-normal distribution
• The Generalization of Student's Ratio
• Measures of multivariate skewness and kurtosis with applications
• Moments of skew-normal random vectors and their quadratic forms
• A general class of multivariate skew-elliptical distributions
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