Wang, Tonghui; Li, Baokun; Gupta, Arjun K. - In: Journal of Multivariate Analysis 100 (2009) 3, pp. 533-545
For a class of multivariate skew normal distributions, the noncentral skew chi-square distribution is studied. The necessary and sufficient conditions under which a sequence of quadratic forms is generalized noncentral skew chi-square distributed random variables are obtained. Several examples...