Distribution of matrix quadratic forms under skew-normal settings
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Publication:406541
DOI10.1016/j.jmva.2014.07.001zbMath1298.62086OpenAlexW1990684498MaRDI QIDQ406541
Arjun K. Gupta, Tonghui Wang, Ren-Dao Ye
Publication date: 8 September 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.07.001
moment generating functionCochran's theoremgeneralized noncentral skew Wishart distributionnoncentral skew Wishart distributionskew-normal matrix distribution
Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17)
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