Moments of skew-normal random vectors and their quadratic forms

DOI10.1016/S0167-7152(00)00164-4zbMath0972.62031OpenAlexW2161215298MaRDI QIDQ5933617

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Publication date: 1 November 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(00)00164-4

zbMATH Keywords

spatial statisticsquadratic formsvariogramautocovariance functionmultivariate skew-normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

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• 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

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