The Decomposition of Quadratic Forms Under Matrix Variate Skew-Normal Distribution

DOI10.1007/978-3-030-49728-6_12zbMath1479.15038OpenAlexW3048315055MaRDI QIDQ5015926

Ziwei Ma, Yuede Ma, Tonghui Wang, Xiaonan Zhu, Baokun Li

Publication date: 10 December 2021

Published in: Studies in Computational Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-49728-6_12

zbMATH Keywords

Wishart distributionindependent random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Cites Work

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• The multivariate skew-normal distribution
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• The Skew-normal Distribution and Related Multivariate Families*
• Moments of skew-normal random vectors and their quadratic forms

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