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.
โฆ LIBER โฆ
Moments of skew-normal random vectors and their quadratic forms
โ Scribed by Marc G. Genton; Li He; Xiangwei Liu
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 93 KB
- Volume
- 51
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
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The properties of L 2 -approximable sequences established here form a complete toolkit for statistical results concerning weighted sums of random variables, where the weights are nonstochastic sequences approximated in some sense by squareintegrable functions and the random variables are "two-wing"