An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
From MaRDI portal
Publication:904095
Recommendations
- A note on invariant quadratics
- The correlation structure of Matheron's classical variogram estimator under elliptically contoured distributions
- Moments of random vectors with skew \(t\) distribution and their quadratic forms.
- Spatial design matrices and associated quadratic forms: structure and properties
- Moments of skew-normal random vectors and their quadratic forms
Cites work
- scientific article; zbMATH DE number 3930122 (Why is no real title available?)
- scientific article; zbMATH DE number 3729285 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 2148842 (Why is no real title available?)
- scientific article; zbMATH DE number 2174552 (Why is no real title available?)
- A New Spatial Skew-Normal Random Field Model
- A note on an equivalence between chi-square and generalized skew-normal distributions
- A unified view on skewed distributions arising from selections
- Definition and probabilistic properties of skew-distributions.
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Eigenstructures of spatial design matrices
- Generalized skew-elliptical distributions and their quadratic forms
- Moments of skew-normal random vectors and their quadratic forms
- On fundamental skew distributions
- On the Unification of Families of Skew-normal Distributions
- Spatial design matrices and associated quadratic forms: structure and properties
- Statistical Applications of the Multivariate Skew Normal Distribution
- The emperor's new clothes: a critique of the multivariate t regression model
- The multivariate skew-normal distribution
Cited in
(16)- On multivariate selection scale-mixtures of normal distributions
- Spatial circulants, with applications
- Discussion
- Mixtures of skewed Kalman filters
- A multivariate modified skew-normal distribution
- Characteristic functions of scale mixtures of multivariate skew-normal distributions
- On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation
- Shannon entropy and mutual information for multivariate skew-elliptical 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
- Multivariate unified skew-\(t\) distributions and their properties
- Extremal properties and tail asymptotic of alpha-skew-normal distribution
- Spatial design matrices and associated quadratic forms: structure and properties
- Invariance-based estimating equations for skew-symmetric distributions
- Moments of scale mixtures of skew-normal distributions and their quadratic forms
- On the scale mixtures of multivariate skew slash distributions
This page was built for publication: An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q904095)
