The asymptotic distributions of the statistics of the skew elliptical variables

doi:10.1360/03ys0225

CSpace

	The asymptotic distributions of the statistics of the skew elliptical variables
	Fang, BQ
	2005-02-01
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS
ISSN	1006-9283
卷号	48 期号:2 页码:214-221
摘要	In this paper, the asymptotic properties of the quadratic forms and the T statistic of the skew elliptical variables are studied. Consistent estimators of some parameters are obtained. The robustness of the significance level of the one-sided t test within the family of the skew normal family is investigated.
关键词	skew elliptical distribution asymptotic distribution consistent estimator hypothesis testing
DOI	10.1360/03ys0225
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000228429100006
出版者	SCIENCE CHINA PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/1346
专题	中国科学院数学与系统科学研究院
通讯作者	Fang, BQ
作者单位	Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Fang, BQ. The asymptotic distributions of the statistics of the skew elliptical variables[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2005,48(2):214-221.
APA	Fang, BQ.(2005).The asymptotic distributions of the statistics of the skew elliptical variables.SCIENCE IN CHINA SERIES A-MATHEMATICS,48(2),214-221.
MLA	Fang, BQ."The asymptotic distributions of the statistics of the skew elliptical variables".SCIENCE IN CHINA SERIES A-MATHEMATICS 48.2(2005):214-221.