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Volumn 273, Issue 2, 2002, Pages 558-564

Quadratic forms in skew normal variates

Author keywords

Characteristic function; Independence; Linear compound; Moments; Ratio of quadratic form; Serial correlation

Indexed keywords


EID: 0037107099     PISSN: 0022247X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-247X(02)00270-6     Document Type: Article
Times cited : (41)

References (10)
  • 1
    • 0001122047 scopus 로고    scopus 로고
    • Statistical applications of the multivariate skew normal distribution
    • A. Azzalini, A. Capitanio, Statistical applications of the multivariate skew normal distribution, J. Roy. Statist. Soc. Ser. B 61 (1999) 579-602.
    • (1999) J. Roy. Statist. Soc. Ser. B , vol.61 , pp. 579-602
    • Azzalini, A.1    Capitanio, A.2
  • 2
    • 0001417140 scopus 로고    scopus 로고
    • The multivariate skew-normal distribution
    • A. Azzalini, A. Dalla Valle, The multivariate skew-normal distribution, Biometrika 83 (1996) 715-726.
    • (1996) Biometrika , vol.83 , pp. 715-726
    • Azzalini, A.1    Dalla Valle, A.2
  • 3
    • 0000235653 scopus 로고
    • Some theorems on quadratic forms applied in the study of analysis of variance problems, I. Effect of inequality of variance in the one-way classification
    • G.E.P. Box, Some theorems on quadratic forms applied in the study of analysis of variance problems, I. Effect of inequality of variance in the one-way classification, Ann. Math. Statist. 25 (1954) 290-302.
    • (1954) Ann. Math. Statist , vol.25 , pp. 290-302
    • Box, G.E.P.1
  • 4
    • 0001168061 scopus 로고    scopus 로고
    • Moments of skew-normal random vectors
    • M.G. Genton, L. He, X. Lin, Moments of skew-normal random vectors, Statist. Probab. Lett. 51 (2001) 319-325.
    • (2001) Statist. Probab. Lett , vol.51 , pp. 319-325
    • Genton, M.G.1    He, L.2    Lin, X.3
  • 5
    • 0004192423 scopus 로고    scopus 로고
    • Matrix Variate Distributions
    • Chapman & Hall, Boca Raton
    • A.K. Gupta, D.K. Nagar, Matrix Variate Distributions, Chapman & Hall, Boca Raton, 1999.
    • (1999)
    • Gupta, A.K.1    Nagar, D.K.2
  • 9
    • 0002521102 scopus 로고
    • Linear combinations of non-central chi-square variates
    • S.J. Press, Linear combinations of non-central chi-square variates, Ann. Math. Statist. 37 (1966) 480-487.
    • (1966) Ann. Math. Statist , vol.37 , pp. 480-487
    • Press, S.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.