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Quadratic forms of skew-normal random vectors

Nicola Loperfido ()

Statistics & Probability Letters, 2001, vol. 54, issue 4, 381-387

Abstract: The sum of squares and products matrix has a Wishart distribution, when the rows of the corresponding data matrix are i.i.d. according to a skew-normal distribution centered at the origin. Applications include robustness of the t-test, time series and spatial statistics.

Keywords: Skew-normal; distribution; Skew-Cauchy; distribution; Wishart; distribution; Quadratic; forms; Variogram; Autocorrelation; function; Partial; sufficiency (search for similar items in EconPapers)
Date: 2001
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Handle: RePEc:eee:stapro:v:54:y:2001:i:4:p:381-387