Moments and quadratic forms of matrix variate skew normal distributions

DOI10.1080/03610926.2013.851230MaRDI QIDQ2807725zbMATHOpenAlexFDO

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

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)

Recommendations

• Quadratic forms in skew normal variates
• Distribution of matrix quadratic forms under skew-normal settings
• Quadratic forms of multivariate skew normal-symmetric distributions
• Matrix variate extended skew normal distributions
• Moments of skew-normal random vectors and their quadratic forms

Cites work

• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis
• A class of multivariate skew-normal models
• A multivariate skew normal distribution.
• Analysis of multivariate skew normal models with incomplete data
• Bayes estimation subject to uncertainty about parameter constraints
• 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 skew-normal random vectors and their quadratic forms
• Moments of random vectors with skew \(t\) distribution and their quadratic forms.
• Quadratic forms for skew-normal random vectors
• An alternative matrix skew-normal random matrix and some properties
• 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?)
• Quadratic forms of refined skew normal models based on stochastic representation
• Scale and shape mixtures of matrix variate extended skew normal distributions
• Matrix variate extended skew normal distributions
• Quadratic forms in skew normal variates
• Matrix variate skew normal distributions

This page was built for publication: Moments and quadratic forms of matrix variate skew normal distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2807725)