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

DOI10.1007/s10463-008-0175-3zbMath1440.62178OpenAlexW2166676729MaRDI QIDQ904095

Marc G. Genton, Reinaldo B. Arellano-Valle

Publication date: 15 January 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:111379

zbMATH Keywords

spatial statisticstime serieskurtosisnon-normalskewnessmultivariateselection mechanism

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items

Mixtures of skewed Kalman filters, Spatial circulants, with applications, Moments of scale mixtures of skew-normal distributions and their quadratic forms, Discussion, A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families, Invariance-based estimating equations for skew-symmetric distributions, On multivariate selection scale-mixtures of normal distributions, Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions, Characteristic functions of scale mixtures of multivariate skew-normal distributions, On the scale mixtures of multivariate skew slash distributions, On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation, Extremal Properties and Tail Asymptotic of Alpha-Skew-Normal Distribution

Cites Work

• Generalized skew-elliptical distributions and their quadratic forms
• Eigenstructures of spatial design matrices
• Definition and probabilistic properties of skew-distributions.
• A note on an equivalence between chi-square and generalized skew-normal distributions
• On fundamental skew distributions
• Spatial design matrices and associated quadratic forms: structure and properties
• On the Unification of Families of Skew-normal Distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• The emperor's new clothes: a critique of the multivariate t regression model
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• A unified view on skewed distributions arising from selections
• A New Spatial Skew-Normal Random Field Model
• Moments of skew-normal random vectors and their quadratic forms
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item