Moments and quadratic forms of matrix variate skew normal distributions

DOI10.1080/03610926.2013.851230MaRDI QIDQ2807725zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

correlationmatrix variatematrix variate closed skew normal distributionsmomentmoment generating functionquadratic formskew normal distribution

Mathematics Subject Classification ID

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

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Cites work

• A class of multivariate skew-normal models
• A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis
• A multivariate skew normal distribution.
• Analysis of multivariate skew normal models with incomplete data
• Bayes estimation subject to uncertainty about parameter constraints
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• Matrix variate skew normal distributions
• On matrix variate skew-normal distributions
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution

Cited in

(12)

• Moments of random vectors with skew \(t\) distribution and their quadratic forms.
• Quadratic forms in skew normal variates
• An alternative matrix skew-normal random matrix and some properties
• Scale and shape mixtures of matrix variate extended skew normal distributions
• Quadratic forms of multivariate skew normal-symmetric distributions
• The variance matrix of a matrix quadratic form %81¡ under normality assumptions
• scientific article; zbMATH DE number 5631205 (Why is no real title available?)
• Matrix variate extended skew normal distributions
• Matrix variate skew normal distributions
• Moments of skew-normal random vectors and their quadratic forms
• Quadratic forms for skew-normal random vectors
• Quadratic forms of refined skew normal models based on stochastic representation

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