Moments of skew-normal random vectors and their quadratic forms
From MaRDI portal
Publication:5933617
DOI10.1016/S0167-7152(00)00164-4zbMath0972.62031MaRDI QIDQ5933617
No author found.
Publication date: 1 November 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
spatial statistics; quadratic forms; variogram; autocovariance function; multivariate skew-normal distribution
62H10: Multivariate distribution of statistics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
On the sample characterization criterion for normal distributions, A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis, Likelihood-Based Inference for Multivariate Skew-Normal Regression Models, A New Spatial Skew-Normal Random Field Model, The Skew-normal Distribution and Related Multivariate Families*, The change-of-variance function: A tool to explore the effects of dependencies in spatial statistics, Quadratic forms for skew-normal random vectors, Statistical inference for a general class of asymmetric distributions, Families of distributions arising from distributions of order statistics, Local Bahadur efficiency of some goodness-of-fit tests under skew alternatives., Moments of random vectors with skew \(t\) distribution and their quadratic forms., The skew elliptical distributions and their quadratic forms., A multivariate skew normal distribution., Eigenstructures of spatial design matrices, A class of multivariate skew-normal models, Characterization of the skew-normal distribution, Quadratic forms in skew normal variates, Definition and probabilistic properties of skew-distributions., Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors., Nonparametric variogram and covariogram estimation with Fourier-Bessel matrices, Infinite divisibility of skew Gaussian and Laplace laws, The \(t\) statistic of the skew elliptical distributions, A skewed Kalman filter, Quadratic forms of multivariate skew normal-symmetric distributions, Sample mean, covariance and \(T^{2}\) statistic of the skew elliptical model, Noncentral quadratic forms of the skew elliptical variables, On fundamental skew distributions, The multivariate skew-slash distribution, Skew normal measurement error models, Generalized skew-Cauchy distribution
Cites Work
- The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution
- Eigenstructures of spatial design matrices
- Statistical Applications of the Multivariate Skew Normal Distribution
- The multivariate skew-normal distribution
- Variogram fitting by generalized least squares using an explicit formula for the covariance structure
- The correlation structure of Matheron's classical variogram estimator under elliptically contoured distributions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item