Distribution of matrix quadratic forms under skew-normal settings

DOI10.1016/J.JMVA.2014.07.001MaRDI QIDQ406541zbMATH OpenOpenAlexFDO

Authors Tonghui Wang, Arjun K. Gupta, Rendao 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

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)

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Cites work

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• The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data
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• Versions of Cochran's theorem for general quadratic expressions in normal matrices
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Cited in

(31)

• Noncentral matrix quadratic forms of the skew elliptical variables
• Tests in variance components models under skew-normal settings
• Inferences in linear mixed models with skew-normal random effects
• Sampling distributions of skew normal populations associated with closed skew normal distributions
• Quadratic forms for skew-normal random vectors
• Moments and quadratic forms of matrix variate skew normal distributions
• scientific article; zbMATH DE number 5952286 (Why is no real title available?)
• A new family of multivariate skew slash distribution
• Distribution of quadratic forms under skew normal settings
• Assessing skewness, kurtosis and normality in linear mixed models
• Remarks for the singular multivariate skew-normal distribution and its quadratic forms
• An alternative matrix skew-normal random matrix and some properties
• The distribution of symmetric matrix quotients.
• The variance matrix of a matrix quadratic form %81¡ under normality assumptions
• Inferences on location parameter in multivariate skew-normal family with unknown scale parameter
• Distribution theory of quadratic forms for matrix multivariate elliptical distribution
• Quadratic forms of refined skew normal models based on stochastic representation
• The exact density of the sum of independent skew normal random variables
• Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples
• scientific article; zbMATH DE number 4129821 (Why is no real title available?)
• The decomposition of quadratic forms under matrix variate skew-normal distribution
• Multivariate skew normal-based stochastic frontier models
• A parametric bootstrap approach for one-way classification model with skew-normal random effects
• Matrix variate extended skew normal distributions
• An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings
• An expectation conditional maximization Algorithm for the Skew-normal based stochastic frontier model
• Necessary sample sizes for specified closeness and confidence of matched data under the skew normal setting
• On the distribution of matrix quadratic forms
• Noncentral quadratic forms of the skew elliptical variables
• On the dispersion matrix of a matrix quadratic form connected with the noncentral Wishart distribution
• Matrix variate skew normal distributions

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