An alternative matrix skew-normal random matrix and some properties (Q1987716)
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English | An alternative matrix skew-normal random matrix and some properties |
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An alternative matrix skew-normal random matrix and some properties (English)
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15 April 2020
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The multivariate skew normal distribution has becoming increasingly popular, and is known to be flexible in real data fitting. In this paper, an alternative skew-normal random matrix, which is an extension of the multivariate skew-normal vector, is introduced. Various mathematical properties of the skew-normal random matrix are investigated, including the characteristic function, mean matrix, covariance matrix, marginal densities, conditional densities and independence.
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moment generating function
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conditional distributions
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marginal distributions
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matrix quadratic form
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random matrix
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