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Distribution of matrix quadratic forms under skew-normal settings - MaRDI portal

Distribution of matrix quadratic forms under skew-normal settings (Q406541)

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scientific article; zbMATH DE number 6341260
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English
Distribution of matrix quadratic forms under skew-normal settings
scientific article; zbMATH DE number 6341260

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    Distribution of matrix quadratic forms under skew-normal settings (English)
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    8 September 2014
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    skew-normal matrix distribution
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    noncentral skew Wishart distribution
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    generalized noncentral skew Wishart distribution
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    moment generating function
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    Cochran's theorem
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