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 formsvariogramautocorrelation functionWishart distributionpartial sufficiencyskew-Cauchy distributionskew-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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