多元斜椭圆分布的随机表示与概率特性

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2023-09-20 DOI:10.1016/j.jmva.2023.105240

Chuancun Yin , Narayanaswamy Balakrishnan

引用次数: 2

摘要

多元斜正态分布族具有许多有趣的性质。这里表明，这些适用于一类一般的斜椭圆分布。对于这一类，建立了几个随机表示，然后研究了它们的概率性质，如特征函数、矩、二次形式以及变换性质。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions

The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established and then their probabilistic properties, such as characteristic function, moments, quadratic forms as well as transformation properties, are investigated.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.