The asymptotic distributions of the statistics of the skew elliptical variables
文献类型：期刊论文
| 作者 | Fang, BQ |
| 刊名 | SCIENCE IN CHINA SERIES A-MATHEMATICS
 |
| 出版日期 | 2005-02-01 |
| 卷号 | 48期号:2页码:214-221 |
| 关键词 | skew elliptical distribution asymptotic distribution consistent estimator hypothesis testing |
| ISSN号 | 1006-9283 |
| DOI | 10.1360/03ys0225 |
| 英文摘要 | In this paper, the asymptotic properties of the quadratic forms and the T statistic of the skew elliptical variables are studied. Consistent estimators of some parameters are obtained. The robustness of the significance level of the one-sided t test within the family of the skew normal family is investigated. |
| 语种 | 英语 |
| WOS记录号 | WOS:000228429100006 |
| 出版者 | SCIENCE CHINA PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/1345]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Fang, BQ |
| 作者单位 | Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Fang, BQ. The asymptotic distributions of the statistics of the skew elliptical variables[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS,2005,48(2):214-221. |
| APA | Fang, BQ.(2005).The asymptotic distributions of the statistics of the skew elliptical variables.SCIENCE IN CHINA SERIES A-MATHEMATICS,48(2),214-221. |
| MLA | Fang, BQ."The asymptotic distributions of the statistics of the skew elliptical variables".SCIENCE IN CHINA SERIES A-MATHEMATICS 48.2(2005):214-221. |
入库方式： OAI收割
来源：数学与系统科学研究院
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