Noncentral quadratic forms of the skew elliptical variables

DOI10.1016/j.jmva.2004.08.009zbMath1070.62038MaRDI QIDQ2567127

Yanyan Li

Publication date: 29 September 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.08.009

zbMATH Keywords

quadratic forms; normal distribution; skew normal distribution; Cochran's theorem; skew elliptical distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

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

Related Items

Noncentral matrix quadratic forms of the skew elliptical variables, Sample mean, covariance and \(T^{2}\) statistic of the skew elliptical model

Cites Work

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