메뉴 건너뛰기




Volumn 87, Issue 2, 2003, Pages 298-314

The skew elliptical distributions and their quadratic forms

Author keywords

Fisher cochran theorem; Moment generating function; Normal distribution; Skewness; Spherical distribution

Indexed keywords


EID: 0344198499     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0047-259X(03)00054-X     Document Type: Article
Times cited : (27)

References (12)
  • 1
    • 0001428349 scopus 로고
    • Cochran's Theorem for elliptically contoured distributions
    • T.W. Anderson, K.T. Fang, Cochran's Theorem for elliptically contoured distributions, Sankhyā A 49 (1987) 305-315.
    • (1987) Sankhyā A , vol.49 , pp. 305-315
    • Anderson, T.W.1    Fang, K.T.2
  • 3
    • 0002019758 scopus 로고    scopus 로고
    • Hidden truncation models
    • B.C. Arnold, R.J. Beaver, Hidden truncation models, Sankhyā A 62 (2000) 23-35.
    • (2000) Sankhyā A , vol.62 , pp. 23-35
    • Arnold, B.C.1    Beaver, R.J.2
  • 4
    • 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. B. 61 (1999) 579-602.
    • (1999) J. Roy. Statist. Soc. B. , vol.61 , pp. 579-602
    • Azzalini, A.1    Capitanio, A.2
  • 5
    • 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
  • 6
    • 0035178888 scopus 로고    scopus 로고
    • A general class of multivariate skew-elliptical distributions
    • M.D. Branco, D.K. Dey, A general class of multivariate skew-elliptical distributions, J. Multivariate Anal. 79 (2001) 99-113.
    • (2001) J. Multivariate Anal. , vol.79 , pp. 99-113
    • Branco, M.D.1    Dey, D.K.2
  • 8
    • 0001168061 scopus 로고    scopus 로고
    • Moments of skew-normal random vectors and their quadratic forms
    • M.G. Genton, L. He, X. Liu, Moments of skew-normal random vectors and their quadratic forms, Statist. Probab. Lett. 51 (2001) 319-325.
    • (2001) Statist. Probab. Lett. , vol.51 , pp. 319-325
    • Genton, M.G.1    He, L.2    Liu, X.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.