An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators

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dc.contributor.authorArellano-Valle, Reinaldo B.
dc.contributor.authorGenton, Marc G.
dc.date.accessioned2025-01-21T00:06:17Z
dc.date.available2025-01-21T00:06:17Z
dc.date.issued2010
dc.description.abstractWe study conditions under which an invariance property holds for the class of selection distributions. First, we consider selection distributions arising from two uncorrelated random vectors. In that setting, the invariance holds for the so-called C-class and for elliptical distributions. Second, we describe the invariance property for selection distributions arising from two correlated random vectors. The particular case of the distribution of quadratic forms and its invariance, under various selection distributions, is investigated in more details. We describe the application of our invariance results to sample variogram and covariogram estimators used in spatial statistics and provide a small simulation study for illustration. We end with a discussion about other applications, for example such as linear models and indices of temporal/spatial dependence.
dc.fuente.origenWOS
dc.identifier.doi10.1007/s10463-008-0175-3
dc.identifier.eissn1572-9052
dc.identifier.issn0020-3157
dc.identifier.urihttps://doi.org/10.1007/s10463-008-0175-3
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/95583
dc.identifier.wosidWOS:000274312500007
dc.issue.numero2
dc.language.isoen
dc.pagina.final381
dc.pagina.inicio363
dc.revistaAnnals of the institute of statistical mathematics
dc.rightsacceso restringido
dc.subjectKurtosis
dc.subjectMultivariate
dc.subjectNon-normal
dc.subjectSelection mechanism
dc.subjectSkewness
dc.subjectSpatial statistics
dc.subjectTime series
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleAn invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators
dc.typeartículo
dc.volumen62
sipa.indexWOS
sipa.trazabilidadWOS;2025-01-12
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