Probabilistic representations of matrix variate skew normal models

DOI10.1515/ROSE-2014-0026zbMATH Open1310.62065OpenAlexW2312266706MaRDI QIDQ2260445FDOQ2260445

Authors: Wei Ning 

Publication date: 10 March 2015

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2014-0026

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zbMATH Keywords

random matrixprobabilistic representationmatrix variateextended skew normal modelskew normal model

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Cited In (8)

• The inverse problem of multivariate and matrix-variate skew normal distributions
• Quadratic forms of refined skew normal models based on stochastic representation
• On the information matrix of the multivariate skew-\(t\) model
• Sequential change-point detection for skew normal distribution
• Graphical models for skew‐normal variates
• Title not available (Why is that?)
• On matrix variate skew-normal distributions
• Modeling and Estimation of Dependent Subspaces with Non-radially Symmetric and Skewed Densities

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