Moments of random vectors with skew t distribution and their quadratic forms Academic Article uri icon


  • Moments of skew t 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. 2003 Elsevier Science B.V. All rights reserved.

published proceedings


author list (cited authors)

  • Kim, H. M., & Mallick, B. K.

citation count

  • 32

complete list of authors

  • Kim, HM||Mallick, BK

publication date

  • July 2003