Sample mean, covariance and T-2 statistic of the skew elliptical model

doi:10.1016/j.jmva.2005.10.007

CSpace

	Sample mean, covariance and T-2 statistic of the skew elliptical model
	Fang, BQ
	2006-08-01
发表期刊	JOURNAL OF MULTIVARIATE ANALYSIS
ISSN	0047-259X
卷号	97 期号:7 页码:1675-1690
摘要	In this paper basic statistics for a skew elliptical model are studied. Distributions of the sample mean and covariance are obtained. An unbiased estimate of the scale matrix and an asymptotically unbiased consistent estimate of the location vector are obtained. The null distribution of the Hotelling's T-2 statistic for testing hypothesis about the location is the same as that under normality under a restriction on the skewness parameters and the power function is showed to have some desired property in a wide subset of the skew elliptical distributions. (c) 2005 Elsevier Inc. All rights reserved.
关键词	normal distribution skew normal distribution skew elliptical distribution F distribution robustness
DOI	10.1016/j.jmva.2005.10.007
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000238730100011
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/2432
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. Sample mean, covariance and T-2 statistic of the skew elliptical model[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2006,97(7):1675-1690.
APA	Fang, BQ.(2006).Sample mean, covariance and T-2 statistic of the skew elliptical model.JOURNAL OF MULTIVARIATE ANALYSIS,97(7),1675-1690.
MLA	Fang, BQ."Sample mean, covariance and T-2 statistic of the skew elliptical model".JOURNAL OF MULTIVARIATE ANALYSIS 97.7(2006):1675-1690.