Noncentral quadratic forms of the skew elliptical variables
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Publication:2567127
DOI10.1016/j.jmva.2004.08.009zbMath1070.62038OpenAlexW2008894747MaRDI QIDQ2567127
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
quadratic formsnormal distributionskew normal distributionCochran's theoremskew elliptical distribution
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (5)
The inverse problem of multivariate and matrix-variate skew normal distributions ⋮ Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions ⋮ Noncentral matrix quadratic forms of the skew elliptical variables ⋮ Invariant distributions of the multivariate tests in the skew elliptical model ⋮ Sample mean, covariance and \(T^{2}\) statistic of the skew elliptical model
Cites Work
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- The skew elliptical distributions and their quadratic forms.
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- RELIABILITY STUDIES OF THE SKEW-NORMAL DISTRIBUTION AND ITS APPLICATION TO A STRENGTH-STRESS MODEL
- 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
- Quadratic forms for skew-normal random vectors
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