Moments of random vectors with skew t distribution and their quadratic forms
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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.
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Kim, Hyoung-Moon||Mallick, Bani K