On matrix variate skew-normal distributions

DOI10.1080/02331880701597339MaRDI QIDQ3525840zbMATH OpenOpenAlexFDO

Authors Solomon W. Harrar, Arjun K. Gupta

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

construction of random matrixlinear formsmatrix variate distributionquadratic formsrandom matrixskew-normal distributionstochastic representation

Mathematics Subject Classification ID

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

Recommendations

• Matrix variate extended skew normal distributions
• Three skewed matrix variate distributions
• Matrix variate skew normal distributions
• Probabilistic representations of matrix variate skew normal models
• A matrix variate skew distribution

Cites work

• A class of multivariate skew-normal models
• A multivariate skew normal distribution.
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Characterization of the skew-normal distribution
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• Matrix variate skew normal distributions
• On fundamental skew distributions
• The multivariate skew-normal distribution
• The Skew-normal Distribution and Related Multivariate Families*

Cited in

(28)

• Three skewed matrix variate distributions
• Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution
• An alternative matrix skew-normal random matrix and some properties
• Inference in the growth curve model under multivariate skew normal distribution
• Scale and shape mixtures of matrix variate extended skew normal distributions
• Mixtures of skewed matrix variate bilinear factor analyzers
• Testing the equality of matrix distributions
• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
• Multimatricvariate distribution under elliptical models
• Probabilistic representations of matrix variate skew normal models
• Moments and quadratic forms of matrix variate skew normal distributions
• Stochastic representations Of the matrix variate skew elliptically contoured distributions
• The inverse problem of multivariate and matrix-variate skew normal distributions
• An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
• Information approach for the change-point detection in the skew normal distribution and its applications
• scientific article; zbMATH DE number 4076351 (Why is no real title available?)
• A matrix variate generalization of the skew Pearson type VII and skew \(t\) distribution
• Matrix variate extended skew normal distributions
• The decomposition of quadratic forms under matrix variate skew-normal distribution
• Estimation of a covariance matrix in multivariate skew-normal distribution
• Matrix variate skew normal distributions
• A matrix variate skew distribution
• A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis
• Stress-strength reliability of generalized skew-elliptical distributions and its Bayes estimation
• Matrix variate density estimation with additional information
• An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
• Quadratic forms of refined skew normal models based on stochastic representation
• Two new matrix-variate distributions with application in model-based clustering

This page was built for publication: On matrix variate skew-normal distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3525840)