✦ LIBER ✦

Quadratic forms of skew-normal random vectors

✍ Scribed by Nicola Loperfido

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 92 KB
Volume: 54
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(01)00103-1

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✦ Synopsis

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.

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