Noncentral quadratic forms of the skew elliptical variables

doi:10.1016/j.jmva.2004.08.009

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	Noncentral quadratic forms of the skew elliptical variables
	Fang, BQ
	2005-08-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	95 期号:2 页码:410-430
摘要	In this paper the quadratic forms in the skew elliptical variables are studied. A family of the noncentral generalized Dirichlet distributions is introduced and their distribution functions and probability density functions are obtained. The moment generating functions of the quadratic forms in the skew normal variables are obtained. Sufficient and necessary conditions for the quadratic forms in the skew normal variables to have the noncentral generalized Dirichlet distributions are obtained. This leads to the noncentral Cochran's Theorem for the skew normal distribution. (C) 2004 Elsevier Inc. All rights reserved.
关键词	normal distribution skew normal distribution skew elliptical distribution quadratic forms Cochran's Theorem
DOI	10.1016/j.jmva.2004.08.009
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000231186100009
出版者	ELSEVIER INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/1975
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. Noncentral quadratic forms of the skew elliptical variables[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2005,95(2):410-430.
APA	Fang, BQ.(2005).Noncentral quadratic forms of the skew elliptical variables.JOURNAL OF MULTIVARIATE ANALYSIS,95(2),410-430.
MLA	Fang, BQ."Noncentral quadratic forms of the skew elliptical variables".JOURNAL OF MULTIVARIATE ANALYSIS 95.2(2005):410-430.