An alternative matrix skew-normal random matrix and some properties
DOI10.1007/s13171-019-00165-4zbMath1439.62066OpenAlexW2917771238MaRDI QIDQ1987716
Dean M. Young, Phil D. Young, John A. Ramey, Joshua D. Patrick
Publication date: 15 April 2020
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-019-00165-4
random matrixmarginal distributionsmoment generating functionconditional distributionsmatrix quadratic form
Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15) Exact distribution theory in statistics (62E15) Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05)
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