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  • Search: subject:"Skew-normal matrix distribution"
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Cochran’s theorem 1 Generalized noncentral skew Wishart distribution 1 Moment generating function 1 Noncentral skew Wishart distribution 1 Skew-normal matrix distribution 1
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Gupta, Arjun K. 1 Wang, Tonghui 1 Ye, Rendao 1
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Journal of Multivariate Analysis 1
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Distribution of matrix quadratic forms under skew-normal settings
Ye, Rendao; Wang, Tonghui; Gupta, Arjun K. - In: Journal of Multivariate Analysis 131 (2014) C, pp. 229-239
For a class of skew-normal matrix distributions, the density function, moment generating function and independence conditions are obtained. The noncentral skew Wishart distribution is defined, and the necessary and sufficient conditions under which a quadratic form is noncentral skew Wishart...
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