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5. The asymptotic distributions of the statistics of the skew elliptical variables

The asymptotic distributions of the statistics of the skew elliptical variables

来源 :中国科学A辑（英文版） | 被引量 : 0次 | 上传用户：chinagirlxin

【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

【作 者】

：

FANG Biqi 

【机 构】

：

Institute of Applied Mathematics

【出 处】

：

中国科学A辑（英文版）

【发表日期】

：

2004年期

【关键词】

：

skew elliptical distribution asymptotic distribution consistent estimator hypoth 

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论文部分内容阅读

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.

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