The asymptotic distributions of the statistics of the skew elliptical variables

被引：0

作者：

Fang, BQ ^{[1
]}

机构：

[1] Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China

来源：

SCIENCE IN CHINA SERIES A-MATHEMATICS | 2005年 / 48卷 / 02期

关键词：

skew elliptical distribution; asymptotic distribution; consistent estimator; hypothesis testing;

D O I：

10.1360/03ys0225

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, the asymptotic properties of the quadratic forms and the T statistic of the skew elliptical variables are studied. Consistent estimators of some parameters are obtained. The robustness of the significance level of the one-sided t test within the family of the skew normal family is investigated.

引用

页码：214 / 221

页数：8

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