Distribution of quadratic forms under skew normal settings

DOI10.1016/j.jmva.2008.06.003zbMath1154.62342OpenAlexW2121497434MaRDI QIDQ1000579

Baokun Li, Arjun K. Gupta, Tonghui Wang

Publication date: 9 February 2009

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.06.003

zbMATH Keywords

necessary and sufficient conditionsmoment generating functionmultivariate skew normal distributionCochran's theoremnoncentral skew chi-square distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (25)

Inferences on location parameter in multivariate skew-normal family with unknown scale parameter ⋮ Multivariate skew normal-based stochastic frontier models ⋮ A derivation of the multivariate singular skew-normal density function ⋮ Remarks for the singular multivariate skew-normal distribution and its quadratic forms ⋮ Distortion Risk Measures Under Skew Normal Settings ⋮ A new family of multivariate skew slash distribution ⋮ The ANOVA-type inference in linear mixed model with skew-normal error ⋮ Asymmetric dependence in the stochastic frontier model using skew normal copula ⋮ Necessary sample sizes for specified closeness and confidence of matched data under the skew normal setting ⋮ The extended skew-normal-based stochastic frontier model with a solution to ‘wrong skewness’ problem ⋮ A parametric bootstrap approach for one-way classification model with skew-normal random effects ⋮ Distribution of matrix quadratic forms under skew-normal settings ⋮ Multivariate dependence concepts through copulas ⋮ Tests in variance components models under skew-normal settings ⋮ On the independence of singular multivariate skew-normal sub-vectors ⋮ An alternative matrix skew-normal random matrix and some properties ⋮ Sampling distributions of skew normal populations associated with closed skew normal distributions ⋮ On the non-stochastic ordering of some quadratic forms ⋮ Quadratic forms of refined skew normal models based on stochastic representation ⋮ Extensions of saddlepoint-based bootstrap inference ⋮ On Some Aspects of a Generalized Asymmetric Normal Distribution ⋮ Variance-mean mixture of the multivariate skew normal distribution ⋮ A study of generalized skew-normal distribution ⋮ Inferences in linear mixed models with skew-normal random effects ⋮ The Decomposition of Quadratic Forms Under Matrix Variate Skew-Normal Distribution

Cites Work

• Unnamed Item
• Generalized skew-elliptical distributions and their quadratic forms
• The skew elliptical distributions and their quadratic forms.
• A multivariate skew normal distribution.
• Multivariate skew-symmetric distributions
• A class of multivariate skew-normal models
• Quadratic forms in skew normal variates
• Wishartness and independence of matrix quadratic forms for Kronecker product covariance structures
• On the Stochastic Independence of Two Second-Degree Polynomial Statistics in Normally Distributed Variates
• A History of the Development of Craig's Theorem
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Expressing the normal distribution with covariance matrix A + B in terms of one with covariance matrix A
• Moments of skew-normal random vectors and their quadratic forms
• A general class of multivariate skew-elliptical distributions

This page was built for publication: Distribution of quadratic forms under skew normal settings