Quadratic forms of refined skew normal models based on stochastic representation

DOI10.1515/ROSE-2016-0016MaRDI QIDQ727500zbMATH OpenOpenAlexFDO

Authors Weizhong Tian, Tonghui Wang

Publication date 7 December 2016

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

Full work available at URL https://doi.org/10.1515/rose-2016-0016

zbMATH Keywords

moment generating functionquadratic formskew normal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) 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
• Quadratic forms for skew-normal random vectors
• Remarks for the singular multivariate skew-normal distribution and its quadratic forms
• Distribution of quadratic forms under skew normal settings
• On the joint distribution of a linear and a quadratic form in skew normal variables
• Moments and quadratic forms of matrix variate skew normal distributions
• The decomposition of quadratic forms under matrix variate skew-normal distribution
• Probabilistic representations of matrix variate skew normal models

Cites work

• A class of multivariate skew-normal models
• A general class of multivariate skew-elliptical distributions
• A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis
• A new test for multivariate normality
• Distribution of matrix quadratic forms under skew-normal settings
• Distribution of quadratic forms under skew normal settings
• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 4058622 (Why is no real title available?)
• scientific article; zbMATH DE number 3707574 (Why is no real title available?)
• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 2174552 (Why is no real title available?)
• Matrix variate skew normal distributions
• Moments of skew-normal random vectors and their quadratic forms
• On matrix variate skew-normal distributions
• Probabilistic representations of matrix variate skew normal models
• Quadratic forms in skew normal variates
• Skew normal measurement error models
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution

Cited in

(5)

• An alternative matrix skew-normal random matrix and some properties
• Sampling distributions of skew normal populations associated with closed skew normal distributions
• Probabilistic representations of matrix variate skew normal models
• A new family of multivariate skew slash distribution
• Model discrimination between skew-normal and skew-slash distributions: a comparative study of fixed-sample and sequential methods

This page was built for publication: Quadratic forms of refined skew normal models based on stochastic representation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q727500)