Moments and quadratic forms of matrix variate skew normal distributions

DOI10.1080/03610926.2013.851230zbMATH Open1337.62117OpenAlexW1980401499MaRDI QIDQ2807725FDOQ2807725

Authors: Shimin Zheng, Kesheng Wang, Jeff R. Knisley 

Publication date: 25 May 2016

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

Full work available at URL: https://doi.org/10.1080/03610926.2013.851230

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zbMATH Keywords

correlationquadratic formmoment generating functionskew normal distributionmomentmatrix variatematrix variate closed skew normal distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• A class of multivariate skew-normal models
• The multivariate skew-normal distribution
• Title not available (Why is that?)
• A multivariate skew normal distribution.
• Bayes estimation subject to uncertainty about parameter constraints
• A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis
• Analysis of multivariate skew normal models with incomplete data
• On matrix variate skew-normal distributions
• Matrix variate skew normal distributions

Cited In (11)

• The variance matrix of a matrix quadratic form %81¡ under normality assumptions
• Matrix variate skew normal distributions
• Quadratic forms of refined skew normal models based on stochastic representation
• Matrix variate extended skew normal distributions
• Moments of random vectors with skew \(t\) distribution and their quadratic forms.
• Title not available (Why is that?)
• Quadratic forms in skew normal variates
• Scale and shape mixtures of matrix variate extended skew normal distributions
• Moments of skew-normal random vectors and their quadratic forms
• Quadratic forms for skew-normal random vectors
• Quadratic forms of multivariate skew normal-symmetric distributions

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