한국통계학회:학술대회논문집 (Proceedings of the Korean Statistical Society Conference)
- 한국통계학회 2004년도 학술발표논문집
- /
- Pages.91-95
- /
- 2004
Quadratic forms of skew t distributions with an application to Spatial and Time series analysis
초록
Moments of skew t random vectors and their quadratic forms are derived. It is shown that the moments of the sample autocovariance function and of the sample variogram estimator do not depend on a skewness parameter.