Remarks for the singular multivariate skew-normal distribution and its quadratic forms

DOI10.1016/j.spl.2018.01.008zbMath1396.60022OpenAlexW2794218475MaRDI QIDQ1640936

Baokun Li, Weizhong Tian, Tonghui Wang

Publication date: 14 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.01.008

zbMATH Keywords

moment generating functionmultivariate skew normal distributionindependent sub vectorsnoncentral skew chi square distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (2)

Inferences on location parameter in multivariate skew-normal family with unknown scale parameter ⋮ The Decomposition of Quadratic Forms Under Matrix Variate Skew-Normal Distribution

Cites Work

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• A derivation of the multivariate singular skew-normal density function
• Distribution of matrix quadratic forms under skew-normal settings
• On the independence of singular multivariate skew-normal sub-vectors
• Distribution of quadratic forms under skew normal settings
• Inferences in linear mixed models with skew-normal random effects
• Multivariate skew-normal distributions with applications in insurance
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution

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