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Normal forms for real quadratic forms

✍ Scribed by Bernhard Krötz; Henrik Schlichtkrull

Publisher
Springer
Year
2009
Tongue
English
Weight
143 KB
Volume
92
Category
Article
ISSN
0003-889X

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Quadratic forms of skew-normal random ve
Quadratic forms of skew-normal random vectors
✍ Nicola Loperfido 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 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.