Quadratic forms of skew-normal random vectors
By Nicola Maria Rinaldo Loperfido. 2001
56 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/32418865347cd003a1d3c66af0989887246c3a13
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Adelchi Azzalini
- Marc G. Genton
- Reinaldo Boris Arellano-Valle
- A. Capitanio
- Arjun K. Gupta
- Wen-Jang Huang
- Yan-Hau Chen
- Yulia V. Marchenko
In Management Science and Operations Research
- Marc G. Genton
- Reinaldo Boris Arellano-Valle
- Adelchi Azzalini
- Arjun K. Gupta
- Wen-Jang Huang
- Yan-Hau Chen
- A. Capitanio
- Yulia V. Marchenko
In Statistics and Probability
- Marc G. Genton
- Adelchi Azzalini
- Reinaldo Boris Arellano-Valle
- Arjun K. Gupta
- Wen-Jang Huang
- A. Capitanio
- Yan-Hau Chen
- Yulia V. Marchenko
Citations in the corpus
- On fundamental skew distributions (2005, background): “[15] derive the moments of random vectors with multivariateSNdistributions and their quadratic forms (see also [24]).”
- The Skew‐normal Distribution and Related Multivariate Families * (2005, background): “Additional distributional properties can be found in Loperfido (2001) and Genton et al. (2001).”
- Characterization of the skew-normal distribution (2004, background): “Loperfido (2001), Genton et al. (2001) and Gupta and Huang (2002) focused on probabilistic properties of quadratic skew-normal variates.”
- A SKEW-SYMMETRIC REPRESENTATION OF MULTIVARIATE DISTRIBUTIONS (2002, unknown): “This has important implications for statistical inference based on quadratic forms as noted by Genton, He and Liu (2001) and Loperfido (2001).”
- Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution (2003, background): “This set of results includes propositions 7–9 of Azzalini and Capitanio (1999) and propositions 1, 2 and 6 (parts 1 and 3) of Loperfido (2001).”
- Generalized skew-Cauchy distribution ☆ (2007, background): “Quadratic forms of skew-normal random vectors have been studied by Azzalini (1985), Azzalini and Dalla Valle (1996), Azzalini and Capitanio (1999), Loperfido (2001), Genton et al. (2001), and Gupta and Huang (2002).”