The skew elliptical distributions and their quadratic forms
文献类型：期刊论文
| 作者 | Fang, BQ |
| 刊名 | JOURNAL OF MULTIVARIATE ANALYSIS
 |
| 出版日期 | 2003-11-01 |
| 卷号 | 87期号:2页码:298-314 |
| 关键词 | normal distribution spherical distribution skewness moment generating function Fisher-Cochran Theorem |
| ISSN号 | 0047-259X |
| DOI | 10.1016/S0047-259X(03)00054-X |
| 英文摘要 | in this paper, a family of the skew elliptical distributions is defined and investigated. Some basic properties, such as stochastic representation, marginal and conditional distributions, distribution under linear transformations, moments and moment generating function are derived. The joint distribution of several quadratic forms is obtained. An example is given to show that the distributions of some statistics as the functions of the quadratic forms can be derived for various applications. (C) 2003 Elsevier Science (USA). All rights reserved. |
| 语种 | 英语 |
| WOS记录号 | WOS:000186724500005 |
| 出版者 | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18869]  |
| 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 skew elliptical distributions and their quadratic forms[J]. JOURNAL OF MULTIVARIATE ANALYSIS,2003,87(2):298-314. |
| APA | Fang, BQ.(2003).The skew elliptical distributions and their quadratic forms.JOURNAL OF MULTIVARIATE ANALYSIS,87(2),298-314. |
| MLA | Fang, BQ."The skew elliptical distributions and their quadratic forms".JOURNAL OF MULTIVARIATE ANALYSIS 87.2(2003):298-314. |
入库方式： OAI收割
来源：数学与系统科学研究院
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