The t statistic of the skew elliptical distributions

doi:10.1016/j.jspi.2004.04.007

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	The t statistic of the skew elliptical distributions
	Fang, BQ
	2005-09-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	134 期号:1 页码:140-157
摘要	This paper studies the properties of the generalized t statistic when the sample comes from the skew elliptical distributions. Several forms of the probability density functions are obtained. The robustness of the one-sided I test in the family of the skew normal distributions is investigated. (c) 2004 Elsevier B.V. All rights reserved.
关键词	normal distribution spherical distribution t distribution dependence skewness
DOI	10.1016/j.jspi.2004.04.007
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000230058100010
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/1411
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, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Fang, BQ. The t statistic of the skew elliptical distributions[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2005,134(1):140-157.
APA	Fang, BQ.(2005).The t statistic of the skew elliptical distributions.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,134(1),140-157.
MLA	Fang, BQ."The t statistic of the skew elliptical distributions".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 134.1(2005):140-157.