The t statistic of the skew elliptical distributions
文献类型:期刊论文
作者 | Fang, BQ |
刊名 | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
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出版日期 | 2005-09-01 |
卷号 | 134期号:1页码:140-157 |
关键词 | normal distribution spherical distribution t distribution dependence skewness |
ISSN号 | 0378-3758 |
DOI | 10.1016/j.jspi.2004.04.007 |
英文摘要 | This paper studies the properties of the generalized t statistic when the sample comes from the skew elliptical distributions. Several forms of the probability density functions are obtained. The robustness of the one-sided I test in the family of the skew normal distributions is investigated. (c) 2004 Elsevier B.V. All rights reserved. |
语种 | 英语 |
WOS记录号 | WOS:000230058100010 |
出版者 | ELSEVIER SCIENCE BV |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/1410] ![]() |
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, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Fang, BQ. The t statistic of the skew elliptical distributions[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2005,134(1):140-157. |
APA | Fang, BQ.(2005).The t statistic of the skew elliptical distributions.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,134(1),140-157. |
MLA | Fang, BQ."The t statistic of the skew elliptical distributions".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 134.1(2005):140-157. |
入库方式: OAI收割
来源:数学与系统科学研究院
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