Noncentral quadratic forms of the skew elliptical variables
文献类型：期刊论文
| 作者 | Fang, BQ |
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2005-08-01 |
| 卷号 | 95期号:2页码:410-430 |
| 关键词 | normal distribution skew normal distribution skew elliptical distribution quadratic forms Cochran's Theorem |
| ISSN号 | 0047-259X |
| DOI | 10.1016/j.jmva.2004.08.009 |
| 英文摘要 | In this paper the quadratic forms in the skew elliptical variables are studied. A family of the noncentral generalized Dirichlet distributions is introduced and their distribution functions and probability density functions are obtained. The moment generating functions of the quadratic forms in the skew normal variables are obtained. Sufficient and necessary conditions for the quadratic forms in the skew normal variables to have the noncentral generalized Dirichlet distributions are obtained. This leads to the noncentral Cochran's Theorem for the skew normal distribution. (C) 2004 Elsevier Inc. All rights reserved. |
| 语种 | 英语 |
| WOS记录号 | WOS:000231186100009 |
| 出版者 | ELSEVIER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/1974]  |
| 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. Noncentral quadratic forms of the skew elliptical variables[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2005,95(2):410-430. |
| APA | Fang, BQ.(2005).Noncentral quadratic forms of the skew elliptical variables.JOURNAL OF MULTIVARIATE ANALYSIS,95(2),410-430. |
| MLA | Fang, BQ."Noncentral quadratic forms of the skew elliptical variables".JOURNAL OF MULTIVARIATE ANALYSIS 95.2(2005):410-430. |
入库方式： OAI收割
来源：数学与系统科学研究院
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