Three skewed matrix variate distributions

DOI10.1016/j.spl.2018.08.012zbMath1414.62173arXiv1704.02531OpenAlexW2962948145MaRDI QIDQ1726824

Paul D. McNicholas, Michael P. B. Gallaugher

Publication date: 20 February 2019

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

Full work available at URL: https://arxiv.org/abs/1704.02531

zbMATH Keywords

skewed distributionsmatrix variatemultivariate analogues

Mathematics Subject Classification ID

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

Related Items (13)

Mixtures of Matrix-Variate Contaminated Normal Distributions ⋮ Model-based clustering via skewed matrix-variate cluster-weighted models ⋮ Multivariate cluster weighted models using skewed distributions ⋮ Matrix variate generalized asymmetric Laplace distributions ⋮ Scale and shape mixtures of matrix variate extended skew normal distributions ⋮ Mixtures of skewed matrix variate bilinear factor analyzers ⋮ Asymmetric clusters and outliers: mixtures of multivariate contaminated shifted asymmetric Laplace distributions ⋮ Unnamed Item ⋮ Tensor-variate finite mixture modeling for the analysis of university professor remuneration ⋮ Parsimonious Hidden Markov Models for Matrix-Variate Longitudinal Data ⋮ A mixture of coalesced generalized hyperbolic distributions ⋮ Mixtures of hidden truncation hyperbolic factor analyzers ⋮ The Decomposition of Quadratic Forms Under Matrix Variate Skew-Normal Distribution

Uses Software

• QRM

Cites Work

• Unnamed Item
• Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data
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• On matrix variate skew-normal distributions
• The mle algorithm for the matrix normal distribution
• A Mixture of Variance-Gamma Factor Analyzers
• On the matrix-variate generalized hyperbolic distribution and its Bayesian applications
• A mixture of generalized hyperbolic distributions
• Matrix variate skew normal distributions
• A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis

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