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Quadratic forms of skew-normal random vectors

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Author Info
Loperfido, Nicola

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Abstract

The sum of squares and products matrix has a Wishart distribution, when the rows of the corresponding data matrix are i.i.d. according to a skew-normal distribution centered at the origin. Applications include robustness of the t-test, time series and spatial statistics.

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File URL: http://www.sciencedirect.com/science/article/B6V1D-441NF07-6/2/18a55dbc58f997ce6d5e0e92ce1b9e5b
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Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 54 (2001)
Issue (Month): 4 (October)
Pages: 381-387
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Handle: RePEc:eee:stapro:v:54:y:2001:i:4:p:381-387

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Keywords: Skew-normal distribution Skew-Cauchy distribution Wishart distribution Quadratic forms Variogram Autocorrelation function Partial sufficiency;

Cited by:
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  1. Samuel Kotz & Donatella Vicari, 2005. "Survey of developments in the theory of continuous skewed distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 225-261. [Downloadable!]
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This page was last updated on 2009-12-30.

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