Quadratic forms for skew-normal random vectors

DOI10.1016/S0167-7152(01)00103-1zbMath1002.62039MaRDI QIDQ5953880

Nicola M. R. Loperfido

Publication date: 13 January 2003

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

zbMATH Keywords

quadratic forms; variogram; autocorrelation function; Wishart distribution; partial sufficiency; skew-Cauchy distribution; skew-normal distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis, The Skew-normal Distribution and Related Multivariate Families*, Noncentral matrix quadratic forms of the skew elliptical variables, Characterization of the skew-normal distribution, Skewed multivariate models related to hidden truncation and/or selective reporting. With discussion and a rejoinder by the authors., Quadratic forms of multivariate skew normal-symmetric distributions, A new class of skew-Cauchy distributions, Noncentral quadratic forms of the skew elliptical variables, On fundamental skew distributions, Generalized skew-Cauchy distribution

Cites Work

• The skew-Cauchy distribution
• The roles of conditioning in inference. With comments and rejoinder
• On the Elimination of Nuisance Parameters
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• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• On the robusness of the one one samplettest
• Moments of skew-normal random vectors and their quadratic forms
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