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
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