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Volumn 51, Issue 4, 2001, Pages 319-325

Moments of skew-normal random vectors and their quadratic forms

Author keywords

Autocovariance function; Multivariate skew normal distribution; Quadratic form; Variogram

Indexed keywords


EID: 0001168061     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00164-4     Document Type: Article
Times cited : (116)

References (15)
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  • 2
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    • Further results on a class of distributions which includes the normal ones
    • Azzalini A. Further results on a class of distributions which includes the normal ones. Statistica. 46:1986;199-208.
    • (1986) Statistica , vol.46 , pp. 199-208
    • Azzalini, A.1
  • 3
    • 0001122047 scopus 로고    scopus 로고
    • Statistical applications of the multivariate skew normal distribution
    • Azzalini A., Capitanio A. Statistical applications of the multivariate skew normal distribution. J. Roy. Statist. Soc. B. 61:1999;579-602.
    • (1999) J. Roy. Statist. Soc. B , vol.61 , pp. 579-602
    • Azzalini, A.1    Capitanio, A.2
  • 4
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    • The multivariate skew-normal distribution
    • Azzalini A., Dalla Valle A. The multivariate skew-normal distribution. Biometrika. 83:1996;715-726.
    • (1996) Biometrika , vol.83 , pp. 715-726
    • Azzalini, A.1    Dalla Valle, A.2
  • 8
    • 0031704553 scopus 로고    scopus 로고
    • Variogram fitting by generalized least squares using an explicit formula for the covariance structure
    • Genton M.G. Variogram fitting by generalized least squares using an explicit formula for the covariance structure. Math. Geol. 30:1998;323-345.
    • (1998) Math. Geol. , vol.30 , pp. 323-345
    • Genton, M.G.1
  • 9
    • 33748701854 scopus 로고    scopus 로고
    • The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution
    • Genton M.G. The correlation structure of the sample autocovariance function for a particular class of time series with elliptically contoured distribution. Statist. Probab. Lett. 41:1999;131-137.
    • (1999) Statist. Probab. Lett. , vol.41 , pp. 131-137
    • Genton, M.G.1
  • 10
    • 0034000152 scopus 로고    scopus 로고
    • The correlation structure of Matheron's classical variogram estimator under elliptically contoured distributions
    • Genton M.G. The correlation structure of Matheron's classical variogram estimator under elliptically contoured distributions. Math. Geol. 32:2000;127-137.
    • (2000) Math. Geol. , vol.32 , pp. 127-137
    • Genton, M.G.1
  • 13
    • 0001451515 scopus 로고
    • Moments of a random vector and its quadratic forms
    • Li G. Moments of a random vector and its quadratic forms. J. Statist. Appl. Probab. 2:1987;219-229.
    • (1987) J. Statist. Appl. Probab. , vol.2 , pp. 219-229
    • Li, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.