A note on an equivalence between chi-square and generalized skew-normal distributions

DOI10.1016/j.spl.2003.11.006zbMath1075.62010OpenAlexW1976778947MaRDI QIDQ2567192

Joseph Boyer, Jiuzhou Wang, Marc G. Genton

Publication date: 29 September 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.11.006

zbMATH Keywords

invariancechi-square distributiongeneralized skew-normal distribution

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Related Items (8)

A unified view on skewed distributions arising from selections ⋮ Generalized skew-Cauchy distribution ⋮ Bayesian model selection for multilevel mediation models ⋮ An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators ⋮ Invariance-based estimating equations for skew-symmetric distributions ⋮ Locally optimal test of normality against skew-normality ⋮ A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis ⋮ A proof for the existence of multivariate singular generalized skew-elliptical density functions

Cites Work

• Unnamed Item
• Generalized skew-elliptical distributions and their quadratic forms
• The multivariate skew-normal distribution

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