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

abstract

• 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.

authors

• Mallick, Bani

author list (cited authors)

• Kim, H., & Mallick, B. K

complete list of authors

• Kim, Hyoung-Moon||Mallick, Bani K

publication date

• January 1, 2003 11:11 AM

publisher

• Elsevier BV  Publisher

published in

• Statistics and Probability Letters  Journal

keywords

• Kurtosis
• Multivariate Skew T Distribution
• Quadratic Form
• Skewness

Digital Object Identifier (DOI)

• 10.1016/s0167-7152(03)00121-4

start page

• 417

end page

• 423

volume

• 63

issue

• 4