Distribution of matrix quadratic forms under skew-normal settings

DOI10.1016/J.JMVA.2014.07.001zbMATH Open1298.62086OpenAlexW1990684498MaRDI QIDQ406541FDOQ406541

Arjun K. Gupta, Rendao Ye, Tonghui Wang

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

Recommendations

• Distribution of quadratic forms under skew normal settings
• Noncentral matrix quadratic forms of the skew elliptical variables
• Noncentral quadratic forms of the skew elliptical variables
• The decomposition of quadratic forms under matrix variate skew-normal distribution
• Quadratic forms for skew-normal random vectors

zbMATH Keywords

moment generating functionCochran's theoremgeneralized noncentral skew Wishart distributionnoncentral skew Wishart distributionskew-normal matrix distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data
• A class of multivariate skew-normal models
• The multivariate skew-normal distribution
• Title not available (Why is that?)
• The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data
• A multivariate skew normal distribution.
• Elliptically Contoured Models in Statistics and Portfolio Theory
• Distribution of quadratic forms under skew normal settings
• Smooth Random Effects Distribution in a Linear Mixed Model
• Moments of skew-normal random vectors and their quadratic forms
• Title not available (Why is that?)
• Multivariate versions of Cochran's theorems
• Versions of Cochran's theorem for general quadratic expressions in normal matrices
• Wishart and chi-square distributions associated with matrix quadratic forms
• Quadratic forms in skew normal variates
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective

Cited In (26)

• An alternative matrix skew-normal random matrix and some properties
• An expectation conditional maximization Algorithm for the Skew-normal based stochastic frontier model
• On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution
• Sampling distributions of skew normal populations associated with closed skew normal distributions
• The Decomposition of Quadratic Forms Under Matrix Variate Skew-Normal Distribution
• The variance matrix of a matrix quadratic form %81¡ under normality assumptions
• The distribution of symmetric matrix quotients.
• Matrix variate skew normal distributions
• Assessing skewness, kurtosis and normality in linear mixed models
• An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
• A new family of multivariate skew slash distribution
• Quadratic forms of refined skew normal models based on stochastic representation
• The exact density of the sum of independent skew normal random variables
• Title not available (Why is that?)
• Inferences on location parameter in multivariate skew-normal family with unknown scale parameter
• Quadratic forms for skew-normal random vectors
• Remarks for the singular multivariate skew-normal distribution and its quadratic forms
• Necessary sample sizes for specified closeness and confidence of matched data under the skew normal setting
• Noncentral quadratic forms of the skew elliptical variables
• Inferences in linear mixed models with skew-normal random effects
• Tests in variance components models under skew-normal settings
• Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples
• Multivariate skew normal-based stochastic frontier models
• Distribution theory of quadratic forms for matrix multivariate elliptical distribution
• Title not available (Why is that?)
• A parametric bootstrap approach for one-way classification model with skew-normal random effects

This page was built for publication: Distribution of matrix quadratic forms under skew-normal settings

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q406541)