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Moments of random vectors with skew <f>t</f> distribution and their quadratic forms
- Source :
-
Statistics & Probability Letters . Jul2003, Vol. 63 Issue 4, p417. 7p. - Publication Year :
- 2003
-
Abstract
- Moments of skew <f>t</f> random vectors and their quadratic forms are derived. It is shown that the moments of the sample autocovariance function and of the sample variogram estimator depend on a measure of multivariate kurtosis, but not on a skewness parameter. [Copyright &y& Elsevier]
- Subjects :
- *VECTOR analysis
*QUADRATIC forms
Subjects
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 63
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 10060672
- Full Text :
- https://doi.org/10.1016/S0167-7152(03)00121-4