Moments of skew-normal random vectors and their quadratic forms

被引：106
|
作者：
Genton, MG [1 ]
He, L [1 ]
Liu, XW [1 ]
机构：
[1] MIT, Dept Math, Cambridge, MA 02139 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2001年 / 51卷 / 04期
关键词：
autocovariance function; multivariate skew-normal distribution; quadratic form; variogram;
D O I：
10.1016/S0167-7152(00)00164-4
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper. we derive the moments of random vectors with multivariate skew-normal distribution and their quadratic forms. Applications to time series and spatial statistics are discussed. In particular, it is shown that the moments of the sample autocovariance function and of the sample variogram estimator do not depend on the skewness vector. (C) 2001 Elsevier Science B.V. All rights reserved.
引用
下载
收藏
页码：319 / 325
页数：7
相关论文
共 50 条
  • [41] Inferences in Linear Mixed Models with Skew-normal Random Effects
    Ren Dao YE
    Tong Hui WANG
    Acta Mathematica Sinica, 2015, 31 (04) : 576 - 594
  • [42] Characterization of the skew-normal distribution
    Arjun K. Gupta
    Truc T. Nguyen
    Jose Almer T. Sanqui
    Annals of the Institute of Statistical Mathematics, 2004, 56 : 351 - 360
  • [43] THE SKEW-NORMAL DISTRIBUTION IN SPC
    Figueiredo, Fernanda
    Ivette Gomes, M.
    REVSTAT-STATISTICAL JOURNAL, 2013, 11 (01) : 83 - 104
  • [44] The Decomposition of Quadratic Forms Under Skew Normal Settings
    Ma, Ziwei
    Tian, Weizhong
    Li, Baokun
    Wang, Tonghui
    PREDICTIVE ECONOMETRICS AND BIG DATA, 2018, 753 : 222 - 232
  • [45] Distribution of quadratic forms under skew normal settings
    Wang, Tonghui
    Li, Baokun
    Gupta, Arjun K.
    JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 100 (03) : 533 - 545
  • [46] Data projections by skewness maximization under scale mixtures of skew-normal vectors
    Arevalillo, Jorge M.
    Navarro, Hilario
    ADVANCES IN DATA ANALYSIS AND CLASSIFICATION, 2020, 14 (02) : 435 - 461
  • [47] Data projections by skewness maximization under scale mixtures of skew-normal vectors
    Jorge M. Arevalillo
    Hilario Navarro
    Advances in Data Analysis and Classification, 2020, 14 : 435 - 461
  • [48] The Kumaraswamy skew-normal distribution
    Mameli, Valentina
    STATISTICS & PROBABILITY LETTERS, 2015, 104 : 75 - 81
  • [49] On the skew-normal calibration model
    Figueiredo, C. C.
    Bolfarine, H.
    Sandoval, M. C.
    Lima, C. R. O. P.
    JOURNAL OF APPLIED STATISTICS, 2010, 37 (03) : 435 - 451
  • [50] The skew-normal distribution on the simplex
    Mateu-Figueras, Gloria
    Pawlowsky-Glahn, Vera
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2007, 36 (9-12) : 1787 - 1802
12345