A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis

DOI10.1080/03610920601126126zbMath1122.62043OpenAlexW2004975685MaRDI QIDQ5421529

Rogelio Ramos-Quiroga, Arjun K. Gupta, J. Armando Domínguez-Molina, Graciela M. González-Farías

Publication date: 24 October 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601126126

zbMATH Keywords

linear transformationquadratic formschi-square distributionWishart distributionskew-elliptical distributionhidden truncationcompound error

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (15)

Some properties of the unified skew-normal distribution ⋮ The inverse problem of multivariate and matrix-variate skew normal distributions ⋮ An exact test for a column of the covariance matrix based on a single observation ⋮ Scale and shape mixtures of 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 ⋮ Mixtures of skewed matrix variate bilinear factor analyzers ⋮ Bayesian spatial regression models with closed skew normal correlated errors and missing observations ⋮ Maximum distributions for \(l_{2,p}\)-symmetric vectors are skewed \(l_{1,p}\)-symmetric distributions ⋮ Bayesian spatial prediction for discrete closed skew Gaussian random field ⋮ Discussion ⋮ Three skewed matrix variate distributions ⋮ Robust surveillance of covariance matrices using a single observation ⋮ Quadratic forms of refined skew normal models based on stochastic representation ⋮ Moments and quadratic forms of matrix variate skew normal distributions ⋮ An overview on the progeny of the skew-normal family -- a personal perspective

Uses Software

• sn

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• Statistical Applications of the Multivariate Skew Normal Distribution
• Problems of inference for Azzalini's skewnormal distribution
• The Skew-normal Distribution and Related Multivariate Families*
• Linear Statistical Inference and its Applications
• Moments of skew-normal random vectors and their quadratic forms
• Quadratic forms for skew-normal random vectors

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