A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis

DOI10.1080/03610920601126126MaRDI QIDQ5421529zbMATH OpenOpenAlexFDO

Authors J. Armando Domínguez-Molina, Rogelio Ramos-Quiroga, Arjun K. Gupta, Graciela González-Farías

Publication date 24 October 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920601126126

zbMATH Keywords

chi-square distributioncompound errorhidden truncationlinear transformationquadratic formsskew-elliptical distributionWishart distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• A multivariate skew normal distribution.
• A note on an equivalence between chi-square and generalized skew-normal distributions
• Additive properties of skew normal random vectors
• An introduction to copulas.
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
• Formulation and estimation of stochastic frontier production function models
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• Linear Statistical Inference and its Applications
• Matrix Analysis
• Moments of skew-normal random vectors and their quadratic forms
• Problems of inference for Azzalini's skewnormal distribution
• Quadratic forms for skew-normal random vectors
• Statistical Applications of the Multivariate Skew Normal Distribution
• The Skew-normal Distribution and Related Multivariate Families*

Cited in

(18)

• Three skewed matrix variate distributions
• An overview on the progeny of the skew-normal family -- a personal perspective
• Some properties of the unified skew-normal distribution
• Scale and shape mixtures of matrix variate extended skew normal distributions
• Mixtures of skewed matrix variate bilinear factor analyzers
• Robust surveillance of covariance matrices using a single observation
• An exact test for a column of the covariance matrix based on a single observation
• Maximum distributions for \(l_{2,p}\)-symmetric vectors are skewed \(l_{1,p}\)-symmetric distributions
• Moments and quadratic forms of matrix variate skew normal distributions
• The inverse problem of multivariate and matrix-variate skew normal distributions
• Closed skew normal stochastic frontier models for panel data
• Bayesian spatial regression models with closed skew normal correlated errors and missing observations
• Discussion
• An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
• Bayesian spatial prediction for discrete closed skew Gaussian random field
• Recent development in skew-normal based stochastic frontier analysis
• Quadratic forms of refined skew normal models based on stochastic representation
• A matrix-variate skew contaminated normal distribution with applications to model-based clustering

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