Distribution of quadratic forms under skew normal settings

DOI10.1016/J.JMVA.2008.06.003MaRDI QIDQ1000579zbMATH OpenOpenAlexFDO

Authors Tonghui Wang, Baokun Li, Arjun K. Gupta

Publication date 9 February 2009

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2008.06.003

zbMATH Keywords

moment generating functionmultivariate skew normal distributionnecessary and sufficient conditionsCochran's theoremnoncentral skew chi-square distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

• A History of the Development of Craig's Theorem
• A class of multivariate skew-normal models
• A general class of multivariate skew-elliptical distributions
• A multivariate skew normal distribution.
• Density expansions based on the multivariate skew normal distribution
• Expressing the normal distribution with covariance matrix A + B in terms of one with covariance matrix A
• Generalized skew-elliptical distributions and their quadratic forms
• Moments of skew-normal random vectors and their quadratic forms
• Multivariate skew-symmetric distributions
• On the Stochastic Independence of Two Second-Degree Polynomial Statistics in Normally Distributed Variates
• Quadratic forms in skew normal variates
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• The skew elliptical distributions and their quadratic forms.
• Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures

Cited in

(37)

• Tests in variance components models under skew-normal settings
• Inferences in linear mixed models with skew-normal random effects
• On the joint distribution of a linear and a quadratic form in skew normal variables
• Sampling distributions of skew normal populations associated with closed skew normal distributions
• On the non-stochastic ordering of some quadratic forms
• Quadratic forms for skew-normal random vectors
• The APP for estimating population proportion based on skew normal approximations and the Beta-Bernoulli process
• A new family of multivariate skew slash distribution
• On some sampling distributions for skew-normal population
• Remarks for the singular multivariate skew-normal distribution and its quadratic forms
• An alternative matrix skew-normal random matrix and some properties
• Quadratic forms of multivariate skew normal-symmetric distributions
• On some aspects of a generalized asymmetric normal distribution
• The skew elliptical distributions and their quadratic forms.
• scientific article; zbMATH DE number 4024536 (Why is no real title available?)
• Extensions of saddlepoint-based bootstrap inference
• Inferences on location parameter in multivariate skew-normal family with unknown scale parameter
• Characterization of the skew-normal distribution
• A study of generalized skew-normal distribution
• Variance-mean mixture of the multivariate skew normal distribution
• The ANOVA-type inference in linear mixed model with skew-normal error
• Quadratic forms of refined skew normal models based on stochastic representation
• Distortion Risk Measures Under Skew Normal Settings
• A derivation of the multivariate singular skew-normal density function
• The decomposition of quadratic forms under matrix variate skew-normal distribution
• Multivariate skew normal-based stochastic frontier models
• A parametric bootstrap approach for one-way classification model with skew-normal random effects
• Distribution of matrix quadratic forms under skew-normal settings
• A note on an equivalence between chi-square and generalized skew-normal distributions
• An expectation conditional maximization Algorithm for the Skew-normal based stochastic frontier model
• On the independence of singular multivariate skew-normal sub-vectors
• Asymmetric dependence in the stochastic frontier model using skew normal copula
• Multivariate dependence concepts through copulas
• Quadratic forms in skew normal variates
• Necessary sample sizes for specified closeness and confidence of matched data under the skew normal setting
• Noncentral quadratic forms of the skew elliptical variables
• The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem

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