On the joint distribution of a linear and a quadratic form in skew normal variables

MaRDI QIDQ5453663zbMATHFDO

Authors Arjun K. Gupta, Tõnu Kollo, Anne Selart

Publication date 3 April 2008

zbMATH Keywords

momentsquadratic formmoment generating functionskew normal distributioncumulantslinear form

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Quadratic forms in skew normal variates
• Quadratic forms of multivariate skew normal-symmetric distributions
• A study of generalized skew-normal distribution
• Distribution of quadratic forms under skew normal settings
• On the joint distribution of a quadratic and a linear form in normal variables

Cited in

(8)

• Remarks for the singular multivariate skew-normal distribution and its quadratic forms
• Quadratic forms of multivariate skew normal-symmetric distributions
• Quadratic forms of refined skew normal models based on stochastic representation
• The joint moment generating function of quadratic forms in multivariate autoregressive series
• The joint projected normal and skew-normal: a distribution for poly-cylindrical data
• scientific article; zbMATH DE number 3930026 (Why is no real title available?)
• Quadratic forms in skew normal variates
• On bilinear forms in normal variables

This page was built for publication: On the joint distribution of a linear and a quadratic form in skew normal variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5453663)