๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Distribution of quadratic forms under skew normal settings

โœ Scribed by Tonghui Wang; Baokun Li; Arjun K. Gupta

Book ID
108185570
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
896 KB
Volume
100
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Quadratic forms in skew normal variates
Quadratic forms in skew normal variates
โœ Arjun K. Gupta; Wen-Jang Huang ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 70 KB
Quadratic forms of skew-normal random ve
Quadratic forms of skew-normal random vectors
โœ Nicola Loperfido ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 92 KB

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.