An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
| Year of publication: |
2010
|
|---|---|
| Authors: | Arellano-Valle, Reinaldo ; Genton, Marc |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 62.2010, 2, p. 363-381
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| Publisher: |
Springer |
| Subject: | Kurtosis | Multivariate | Non-normal | Selection mechanism | Skewness | Spatial statistics | Time series |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008596121