An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
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Volume (Year): 62 (2010)
Issue (Month): 2 (April)
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References listed on IDEAS
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- Adelchi Azzalini & Antonella Capitanio, 2003. "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew "t"-distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 367-389.
- Arellano-Valle, Reinaldo B. & Genton, Marc G., 2005. "On fundamental skew distributions," Journal of Multivariate Analysis, Elsevier, vol. 96(1), pages 93-116, September.
- Genton, Marc G. & He, Li & Liu, Xiangwei, 2001. "Moments of skew-normal random vectors and their quadratic forms," Statistics & Probability Letters, Elsevier, vol. 51(4), pages 319-325, February.
- Reinaldo B. Arellano-Valle & Adelchi Azzalini, 2006. "On the Unification of Families of Skew-normal Distributions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(3), pages 561-574.
- Hillier, Grant & Martellosio, Federico, 2006.
"Spatial design matrices and associated quadratic forms: structure and properties,"
Journal of Multivariate Analysis,
Elsevier, vol. 97(1), pages 1-18, January.
- Grant Hillier & Federico Martellosio, 2004. "Spatial design matrices and associated quadratic forms: structure and properties," CeMMAP working papers CWP16/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hillier, Grant & Martellosio, Federico, 2006. "Spatial design matrices and associated quadratic forms: structure and properties," MPRA Paper 15807, University Library of Munich, Germany.
- Marc Genton & Nicola Loperfido, 2005. "Generalized skew-elliptical distributions and their quadratic forms," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 389-401, June.
- Wang, Jiuzhou & Boyer, Joseph & Genton, Marc G., 2004. "A note on an equivalence between chi-square and generalized skew-normal distributions," Statistics & Probability Letters, Elsevier, vol. 66(4), pages 395-398, March.
- Arellano-Valle, R. B. & del Pino, G. & San Martín, E., 2002. "Definition and probabilistic properties of skew-distributions," Statistics & Probability Letters, Elsevier, vol. 58(2), pages 111-121, June.
- Gorsich, David J. & Genton, Marc G. & Strang, Gilbert, 2002. "Eigenstructures of Spatial Design Matrices," Journal of Multivariate Analysis, Elsevier, vol. 80(1), pages 138-165, January.
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