Moments and quadratic forms of matrix variate skew normal distributions

DOI10.1080/03610926.2013.851230zbMath1337.62117OpenAlexW1980401499MaRDI QIDQ2807725

Shimin Zheng, Kesheng Wang, Jeff Knisley

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.851230

zbMATH Keywords

correlationquadratic formmomentmoment generating functionskew normal distributionmatrix variatematrix variate closed skew normal distributions

Mathematics Subject Classification ID

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

Related Items (1)

Scale and shape mixtures of matrix variate extended skew normal distributions

Cites Work

• Unnamed Item
• Analysis of multivariate skew normal models with incomplete data
• A multivariate skew normal distribution.
• A class of multivariate skew-normal models
• On matrix variate skew-normal distributions
• Bayes estimation subject to uncertainty about parameter constraints
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• Matrix variate skew normal distributions
• A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis

This page was built for publication: Moments and quadratic forms of matrix variate skew normal distributions