An alternative matrix skew-normal random matrix and some properties
The multivariate skew normal distribution has becoming increasingly popular, and is known to be flexible in real data fitting. In this paper, an alternative skew-normal random matrix, which is an extension of the multivariate skew-normal vector, is introduced. Various mathematical properties of the skew-normal random matrix are investigated, including the characteristic function, mean matrix, covariance matrix, marginal densities, conditional densities and independence.
scientific article; zbMATH DE number 7189648
scientific article