Abstract #301117

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JSM 2002 Abstract #301117
Activity Number: 102
Type: Topic Contributed
Date/Time: Monday, August 12, 2002 : 10:30 AM to 12:20 PM
Sponsor: General Methodology
Abstract - #301117
Title: Generalized Skew-Elliptical Distributions and their Quadratic forms
Author(s): Nicola Loperfido*+ and Marc Genton
Affiliation(s): Universita' di Urbino and North Carolina State University
Address: via Giotto 8/A, Fermignano, Urbino, , 61033, Italy
Keywords: autocovariance ; elliptical distributions ; Mahalanobis distance ; quadratic forms ; skewness ; variogram
Abstract:

Generalized skew-elliptical distributions (GSE) include multivariate skew-normal, skew-t, skew-Cauchy, and skew-elliptical as special cases. GSE are weighted elliptical distributions but the distribution of any given function in GSE random vectors does not depend on the weight function. In particular, this holds for quadratic forms in GSE random vectors. Applications are examined with respect to time series, spatial statistics, and inference from non-random samples.

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Revised March 2002