Some moment relationships for multivariate skew-symmetric distributions

被引：2
|
作者：
Umbach, Dale [1 ]
机构：
[1] Ball State Univ, Dept Math Sci, Muncie, IN 47306 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 12期
关键词：
D O I：
10.1016/j.spl.2008.01.014
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Moments of multivariate skew-symmetric distributions which are generated from spherically symmetric and elliptically symmetric kernels are considered. For a rather general class of spherically symmetric kernels a strong relationship to the univariate case is established. This is exploited to demonstrate that the structure of the mean is that of shrinkage towards the origin. This result is generalized to skew-elliptical distributions. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码：1619 / 1623
页数：5
相关论文
共 50 条
  • [1] Some moment relationships for skew-symmetric distributions
    Umbach, D
    STATISTICS & PROBABILITY LETTERS, 2006, 76 (05) : 507 - 512
  • [2] Multivariate skew-symmetric distributions
    Gupta, AK
    Chang, FC
    APPLIED MATHEMATICS LETTERS, 2003, 16 (05) : 643 - 646
  • [3] Some moment properties of skew-symmetric circular distributions
    Umbach, Dale
    Jammalamadaka, Sreenivas
    METRON-INTERNATIONAL JOURNAL OF STATISTICS, 2010, 68 (03): : 265 - 273
  • [4] A skew-symmetric representation of multivariate distributions
    Wang, JZ
    Boyer, J
    Genton, MG
    STATISTICA SINICA, 2004, 14 (04) : 1259 - 1270
  • [5] Some properties of skew-symmetric distributions
    Azzalini, Adelchi
    Regoli, Giuliana
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2012, 64 (04) : 857 - 879
  • [6] Some properties of skew-symmetric distributions
    Adelchi Azzalini
    Giuliana Regoli
    Annals of the Institute of Statistical Mathematics, 2012, 64 : 857 - 879
  • [7] On the singularity of multivariate skew-symmetric models
    Ley, Christophe
    Paindaveine, Davy
    JOURNAL OF MULTIVARIATE ANALYSIS, 2010, 101 (06) : 1434 - 1444
  • [8] Some Skew-Symmetric Distributions Which Include the Bimodal Ones
    Cahoy, Dexter O.
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2015, 44 (03) : 554 - 563
  • [9] Flexible class of skew-symmetric distributions
    Ma, YY
    Genton, MG
    SCANDINAVIAN JOURNAL OF STATISTICS, 2004, 31 (03) : 459 - 468
  • [10] Bayesian Inference for Skew-Symmetric Distributions
    Ghaderinezhad, Fatemeh
    Ley, Christophe
    Loperfido, Nicola
    SYMMETRY-BASEL, 2020, 12 (04):
12345