Noncentral matrix quadratic forms of the skew elliptical variables

DOI10.1016/j.jmva.2007.07.003zbMath1141.62037OpenAlexW2093815905MaRDI QIDQ928851

Elsie Sterbin Gottlieb

Publication date: 11 June 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.07.003

zbMATH Keywords

normal distributionskew normal distributionCochran's theorem

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)

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