An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators

Reinaldo Arellano-Valle () and Marc Genton ()

Annals of the Institute of Statistical Mathematics, 2010, vol. 62, issue 2, 363-381

Keywords: Kurtosis; Multivariate; Non-normal; Selection mechanism; Skewness; Spatial statistics; Time series (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10463-008-0175-3

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