The skew elliptical distributions and their quadratic forms

doi:10.1016/S0047-259X(03)00054-X

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	The skew elliptical distributions and their quadratic forms
	Fang, BQ
	2003-11-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	87 期号:2 页码:298-314
摘要	in this paper, a family of the skew elliptical distributions is defined and investigated. Some basic properties, such as stochastic representation, marginal and conditional distributions, distribution under linear transformations, moments and moment generating function are derived. The joint distribution of several quadratic forms is obtained. An example is given to show that the distributions of some statistics as the functions of the quadratic forms can be derived for various applications. (C) 2003 Elsevier Science (USA). All rights reserved.
关键词	normal distribution spherical distribution skewness moment generating function Fisher-Cochran Theorem
DOI	10.1016/S0047-259X(03)00054-X
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000186724500005
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/18870
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 skew elliptical distributions and their quadratic forms[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2003,87(2):298-314.
APA	Fang, BQ.(2003).The skew elliptical distributions and their quadratic forms.JOURNAL OF MULTIVARIATE ANALYSIS,87(2),298-314.
MLA	Fang, BQ."The skew elliptical distributions and their quadratic forms".JOURNAL OF MULTIVARIATE ANALYSIS 87.2(2003):298-314.