An alternative matrix skew-normal random matrix and some properties
type: Item
instance of: scholarly article
title: An alternative matrix skew-normal random matrix and some properties
zbMATH Open document ID: 1439.62066
author: Phil D. Young
author: Joshua D. Patrick
author: John A. Ramey
author: Dean M. Young
published in: Sankhyā. Series A
publication date: 2020-04-15T00:00:00Z
review text: 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.
reviewed by: Taizhong Hu
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 60B20
zbMATH DE Number: 7189648
zbMATH Keywords: moment generating function
zbMATH Keywords: conditional distributions
zbMATH Keywords: marginal distributions
zbMATH Keywords: matrix quadratic form
zbMATH Keywords: random matrix
describes a project that uses: sn
MaRDI profile type: Publication
full work available at URL: s13171-019-00165-4
OpenAlex ID: W2917771238
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DOI: 10.1007/S13171-019-00165-4
description: scientific article; zbMATH DE number 7189648