On matrix variate skew-normal distributions

DOI10.1080/02331880701597339zbMath1281.62132OpenAlexW2029709377MaRDI QIDQ3525840

Arjun K. Gupta, Solomon W. Harrar

Publication date: 18 September 2008

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880701597339

zbMATH Keywords

quadratic formslinear formsrandom matrixstochastic representationskew-normal distributionmatrix variate distributionconstruction of random matrix

Mathematics Subject Classification ID

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

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• Matrix variate skew normal distributions
• The Skew-normal Distribution and Related Multivariate Families*

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