Matrix variate extended skew normal distributions

DOI10.1515/ROSE-2012-0014zbMATH Open1349.62183OpenAlexW2073397946MaRDI QIDQ4923243FDOQ4923243

Authors: Wei Ning, Arjun K. Gupta 

Publication date: 6 June 2013

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2012-0014

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zbMATH Keywords

moment generating functionquadratic formslinear formsmatrix variateextended skew-normal model

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

Cited In (13)

• 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
• 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
• Likelihood procedure for testing changes in skew normal model with applications to stock returns
• 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
• Scale and shape mixtures of matrix variate extended skew normal distributions
• Moments and quadratic forms of matrix variate skew normal distributions
• Information approach for the change-point detection in the skew normal distribution and its applications
• On matrix variate skew-normal distributions

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