Sample mean, covariance and T-2 statistic of the skew elliptical model
文献类型：期刊论文
| 作者 | Fang, BQ |
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2006-08-01 |
| 卷号 | 97期号:7页码:1675-1690 |
| 关键词 | normal distribution skew normal distribution skew elliptical distribution F distribution robustness |
| ISSN号 | 0047-259X |
| DOI | 10.1016/j.jmva.2005.10.007 |
| 英文摘要 | In this paper basic statistics for a skew elliptical model are studied. Distributions of the sample mean and covariance are obtained. An unbiased estimate of the scale matrix and an asymptotically unbiased consistent estimate of the location vector are obtained. The null distribution of the Hotelling's T-2 statistic for testing hypothesis about the location is the same as that under normality under a restriction on the skewness parameters and the power function is showed to have some desired property in a wide subset of the skew elliptical distributions. (c) 2005 Elsevier Inc. All rights reserved. |
| 语种 | 英语 |
| WOS记录号 | WOS:000238730100011 |
| 出版者 | ELSEVIER INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/2431]  |
| 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. Sample mean, covariance and T-2 statistic of the skew elliptical model[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2006,97(7):1675-1690. |
| APA | Fang, BQ.(2006).Sample mean, covariance and T-2 statistic of the skew elliptical model.JOURNAL OF MULTIVARIATE ANALYSIS,97(7),1675-1690. |
| MLA | Fang, BQ."Sample mean, covariance and T-2 statistic of the skew elliptical model".JOURNAL OF MULTIVARIATE ANALYSIS 97.7(2006):1675-1690. |
入库方式： OAI收割
来源：数学与系统科学研究院
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