On matrix variate skew-normal distributions

DOI10.1080/02331880701597339zbMATH Open1281.62132OpenAlexW2029709377MaRDI QIDQ3525840FDOQ3525840

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

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zbMATH Keywords

random matrixskew-normal distributionquadratic formsstochastic representationlinear formsmatrix variate distributionconstruction of random matrix

Mathematics Subject Classification ID

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

Cites Work

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• The Skew-normal Distribution and Related Multivariate Families*
• A class of multivariate skew-normal models
• On fundamental skew distributions
• The multivariate skew-normal distribution
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• A multivariate skew normal distribution.
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Characterization of the skew-normal distribution
• Matrix variate skew normal distributions

Cited In (27)

• Probabilistic representations of matrix variate skew normal models
• An alternative matrix skew-normal random matrix and some properties
• The inverse problem of multivariate and matrix-variate skew normal distributions
• Three skewed matrix variate distributions
• An Information-Based Approach to the Change-Point Problem of the Noncentral SkewtDistribution with Applications to Stock Market Data
• Stress-strength reliability of generalized skew-elliptical distributions and its Bayes estimation
• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
• Multimatricvariate distribution under elliptical models
• Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution
• Matrix variate skew normal distributions
• A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis
• 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
• Mixtures of skewed matrix variate bilinear factor analyzers
• Matrix variate extended skew normal distributions
• Estimation of a covariance matrix in multivariate skew-normal distribution
• Scale and shape mixtures of matrix variate extended skew normal distributions
• Matrix variate density estimation with additional information
• The decomposition of quadratic forms under matrix variate skew-normal distribution
• A matrix variate skew distribution
• Inference in the growth curve model under multivariate skew normal distribution
• Moments and quadratic forms of matrix variate skew normal distributions
• Stochastic representations Of the matrix variate skew elliptically contoured distributions
• Title not available (Why is that?)
• Information approach for the change-point detection in the skew normal distribution and its applications
• Two new matrix-variate distributions with application in model-based clustering
• Testing the equality of matrix distributions

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