An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
DOI10.1007/S10463-008-0175-3zbMATH Open1440.62178OpenAlexW2166676729MaRDI QIDQ904095FDOQ904095
Authors: Marc G. Genton, Reinaldo B. Arellano-Valle 
Publication date: 15 January 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://archive-ouverte.unige.ch/unige:111379
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Cites Work
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- Spatial design matrices and associated quadratic forms: structure and properties
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- A note on an equivalence between chi-square and generalized skew-normal distributions
- Eigenstructures of spatial design matrices
- The emperor's new clothes: a critique of the multivariate t regression model
Cited In (16)
- Mixtures of skewed Kalman filters
- Spatial circulants, with applications
- Spatial design matrices and associated quadratic forms: structure and properties
- Discussion
- On multivariate selection scale-mixtures of normal distributions
- Shannon entropy and mutual information for multivariate skew-elliptical distributions
- Multivariate unified skew-\(t\) distributions and their properties
- Invariance-based estimating equations for skew-symmetric distributions
- On the scale mixtures of multivariate skew slash distributions
- Characteristic functions of scale mixtures of multivariate skew-normal distributions
- Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection
- A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
- Moments of scale mixtures of skew-normal distributions and their quadratic forms
- Extremal properties and tail asymptotic of alpha-skew-normal distribution
- On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation
- A multivariate modified skew-normal distribution
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