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The skew elliptical distributions and their quadratic forms

✍ Scribed by B.Q. Fang


Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
212 KB
Volume
87
Category
Article
ISSN
0047-259X

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✍ Thomas Mathew; Kenneth NordstrΓΆm πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 315 KB

An explicit characterization is also obtained for the structure of 7 Y under which the distribution of Y$QY is Wishart. Assuming 7 Y positive definite, a necessary and sufficient condition is derived for every univariate quadratic from l $Y$QYl to be distributed as a multiple of a chi-square. For th