Matrix variate skew normal distributions

DOI10.1080/02331880500108593zbMath1070.62039OpenAlexW4246809545MaRDI QIDQ5317767

Arjun K. Gupta, John T. Chen

Publication date: 21 September 2005

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880500108593

zbMATH Keywords

quadratic formWishart distributionmoment generating functionskew normal distributionmultivariate skew normal distributionnormal matrix variate

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

Related Items (21)

Sequential change-point detection for skew normal distribution ⋮ The inverse problem of multivariate and matrix-variate skew normal distributions ⋮ On model-based clustering of skewed matrix data ⋮ Information Approach for the Change-Point Detection in the Skew Normal Distribution and Its Applications ⋮ Studying crime trends in the USA over the years 2000--2012 ⋮ Inference in the growth curve model under multivariate skew normal distribution ⋮ A Bayesian multivariate mixture model for skewed longitudinal data with intermittent missing observations: An application to infant motor development ⋮ Matrix variate density estimation with additional information ⋮ Scale and shape mixtures of matrix variate extended skew normal distributions ⋮ An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings ⋮ Mixtures of skewed matrix variate bilinear factor analyzers ⋮ On matrix variate skew-normal distributions ⋮ Testing the equality of matrix distributions ⋮ Three skewed matrix variate distributions ⋮ Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors ⋮ An alternative matrix skew-normal random matrix and some properties ⋮ Estimation of the parameters of the extended growth curve model under multivariate skew normal distribution ⋮ Quadratic forms of refined skew normal models based on stochastic representation ⋮ Moments and quadratic forms of matrix variate skew normal distributions ⋮ An overview on the progeny of the skew-normal family -- a personal perspective ⋮ The Decomposition of Quadratic Forms Under Matrix Variate Skew-Normal Distribution

Cites Work

• Directional tests for one-sided alternatives in multivariate models
• A note on matrix variate normal distribution
• A class of multivariate skew-normal models
• Matrix-variate Kummer-Beta distribution
• Statistical Applications of the Multivariate Skew Normal Distribution
• The multivariate skew-normal distribution
• On the sample characterization criterion for normal distributions
• GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
• Unnamed Item

This page was built for publication: Matrix variate skew normal distributions