Quadratic forms in skew normal variates

DOI10.1016/S0022-247X(02)00270-6zbMath1005.62058MaRDI QIDQ1856803

Wen-Jang Huang, Arjun K. Gupta

Publication date: 11 February 2003

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

momentsindependencecharacteristic functionsserial correlationratio of quadratic formslinear compounds

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (24)

The inverse problem of multivariate and matrix-variate skew normal distributions ⋮ Generalized skew-Cauchy distribution ⋮ A new family of multivariate skew slash distribution ⋮ Canonical transformations of skew-normal variates ⋮ Distribution of matrix quadratic forms under skew-normal settings ⋮ Tests in variance components models under skew-normal settings ⋮ An alternative matrix skew-normal random matrix and some properties ⋮ Sampling distributions of skew normal populations associated with closed skew normal distributions ⋮ Infinite divisibility of skew Gaussian and Laplace laws ⋮ Characterization of the skew-normal distribution ⋮ Quadratic forms of multivariate skew normal-symmetric distributions ⋮ A skewed truncated \(t\) distribution ⋮ Characterization of Continuous Symmetric Distributions Based on Families of Skewed Distributions ⋮ Quadratic forms of refined skew normal models based on stochastic representation ⋮ Distribution of quadratic forms under skew normal settings ⋮ Extensions of saddlepoint-based bootstrap inference ⋮ The Skew-normal Distribution and Related Multivariate Families* ⋮ Multivariate skewt-distribution ⋮ On some sampling distributions for skew-normal population ⋮ An overview on the progeny of the skew-normal family -- a personal perspective ⋮ Testing for the symmetric component in skew distributions ⋮ A study of generalized skew-normal distribution ⋮ The Decomposition of Quadratic Forms Under Matrix Variate Skew-Normal Distribution ⋮ On some exact distributions in ranked set sampling

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Linear Combinations of Non-Central Chi-Square Variates
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
• Moments of skew-normal random vectors and their quadratic forms
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