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

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.

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