Distribution of matrix quadratic forms under skew-normal settings

DOI10.1016/j.jmva.2014.07.001zbMath1298.62086OpenAlexW1990684498MaRDI QIDQ406541

Arjun K. Gupta, Tonghui Wang, Ren-Dao Ye

Publication date: 8 September 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2014.07.001

zbMATH Keywords

moment generating functionCochran's theoremgeneralized noncentral skew Wishart distributionnoncentral skew Wishart distributionskew-normal matrix distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (16)

Inferences on location parameter in multivariate skew-normal family with unknown scale parameter ⋮ Multivariate skew normal-based stochastic frontier models ⋮ Remarks for the singular multivariate skew-normal distribution and its quadratic forms ⋮ A new family of multivariate skew slash distribution ⋮ Necessary sample sizes for specified closeness and confidence of matched data under the skew normal setting ⋮ Assessing skewness, kurtosis and normality in linear mixed models ⋮ A parametric bootstrap approach for one-way classification model with skew-normal random effects ⋮ Bootstrap inference on the Behrens–Fisher-type problem for the skew-normal population under dependent samples ⋮ An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings ⋮ Tests in variance components models under skew-normal settings ⋮ An alternative matrix skew-normal random matrix and some properties ⋮ Sampling distributions of skew normal populations associated with closed skew normal distributions ⋮ Quadratic forms of refined skew normal models based on stochastic representation ⋮ The exact density of the sum of independent skew normal random variables ⋮ Inferences in linear mixed models with skew-normal random effects ⋮ The Decomposition of Quadratic Forms Under Matrix Variate Skew-Normal Distribution

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