The skew elliptical distributions and their quadratic forms

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

	The skew elliptical distributions and their quadratic forms
	Fang, BQ
刊名	JOURNAL OF MULTIVARIATE ANALYSIS
	2003-11-01
卷号	87 期号:2 页码:298-314
关键词	normal distribution spherical distribution skewness moment generating function Fisher-Cochran Theorem
ISSN号	0047-259X
DOI	10.1016/S0047-259X(03)00054-X
英文摘要	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.
语种	英语
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
WOS记录号	WOS:000186724500005
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/18869]
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.