An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators

Annals of the Institute of Statistical Mathematics

Volumn 62, Issue 2, 2010, Pages 363-381

  Arellano Valle, Reinaldo B ^a   Genton, Marc G ^b,c  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

^b UNIVERSITY OF GENEVA   (Switzerland)

^c TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Kurtosis; Multivariate; Non normal; Selectionmechanism; Skewness; Spatial statistics; Time series

Indexed keywords

ELLIPTICAL DISTRIBUTIONS; KURTOSIS; LINEAR MODEL; OTHER APPLICATIONS; QUADRATIC FORM; RANDOM VECTORS; SIMULATION STUDIES; SPATIAL STATISTICS; VARIOGRAMS;

NUMBER THEORY;

TIME SERIES;

EID: 77950689350     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-008-0175-3     Document Type: Article

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