Moments of random vectors with skew t distribution and their quadratic forms;Corrigendum to: "Moments of random vectors with skew t distribution and their quadratic forms" [Statist. Probab. Lett. 63 (2003) 417-423] (DOI:10.1016/S0167-7152(03)00121-4)

Statistics and Probability Letters

Volumn 79, Issue 19, 2009, Pages 2098-2099

  Kim, Hyoung Moon ^a   Mallick, Bani K ^b  

^a Konkuk University   (South Korea)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Kurtosis; Multivariate skew t distribution; Quadratic form; Skewness

Indexed keywords

EID: 69449091546     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(03)00121-4     Document Type: Article

References (7)

1. Abramowitz M., and Stegun I.A. Handbook of Mathematical Functions (1972), Dover Publications, New York
2. Azzalini A., and Capitanio A. Statistical applications of the multivariate skew normal distribution. J. R. Stat. Soc. Ser. B 61 (1999) 579-602
3. Genton M.G., He L., and Liu X. Moments of skew-normal random vectors and their quadratic forms. Statist. Probab. Lett. 51 (2001) 319-325
4. Henderson H.V., and Searle S.R. On deriving the inverse of a sum of matrices. SIAM Rev. 33 (1981) 53-60
5. Kim H.-M., and Mallick B.K. Moments of random vectors with skew t distribution and their quadratic forms. Statist. Probab. Lett. 63 (2003) 417-423
6. Mardia K.V. Measures of multivariate skewness and kurtosis with applications. Biometrika 57 (1970) 519-530
7. Mardia K.V. Applications of some measures of multivariate skewness and kurtosis in testing normality and robustness studies. Sankhyā Ser. B 36 (1974) 115-128