On the joint distribution of a linear and a quadratic form in skew normal variables

zbMATH Open1133.62038MaRDI QIDQ5453663FDOQ5453663

Tõnu Kollo, Arjun K. Gupta, Anne Selart

Publication date: 3 April 2008

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zbMATH Keywords

momentsquadratic formmoment generating functionskew normal distributioncumulantslinear form

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited In (7)

• On bilinear forms in normal variables
• The joint projected normal and skew-normal: a distribution for poly-cylindrical data
• Quadratic forms of refined skew normal models based on stochastic representation
• Quadratic forms in skew normal variates
• Title not available (Why is that?)
• Quadratic forms of multivariate skew normal-symmetric distributions
• The joint moment generating function of quadratic forms in multivariate autoregressive series

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