On the non-stochastic ordering of some quadratic forms

DOI10.1016/j.spl.2020.108799zbMath1453.60059OpenAlexW3018204886MaRDI QIDQ2006739

Éric Marchand, William E. Strawderman

Publication date: 12 October 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108799

zbMATH Keywords

quadratic formsnormal distributionstochastic orderingspherically symmetricskew-normalelliptical symmetric

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15)

Uses Software

• sn

Cites Work

• Unnamed Item
• Distribution of quadratic forms under skew normal settings
• Shrinkage estimation
• On shrinkage estimation for balanced loss functions
• Life distributions. Structure of nonparametric, semiparametric, and parametric families.
• The Skew-Normal and Related Families
• Non-central Cochran's theorem for elliptically contoured distributions
• On scale mixtures of normal distributions
• An explicit formula for the risk of James-Stein estimators
• The multivariate skew-normal distribution
• Quadratic forms in spherical random variables: Generalized noncentral x2 distribution

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