Moments and Quadratic Forms of Matrix Variate Skew Normal Distributions

Description

In 2007, Domínguez-Molina et al. obtained the moment generating function (mgf) of the matrix variate closed skew normal distribution. In this paper, we use their mgf to obtain the first two moments and some additional properties of quadratic forms for the matrix variate skew normal distributions. The quadratic forms are particularly interesting because they are essentially correlation tests that introduce a new type of orthogonality condition.

Links & Downloads

1. https://dc.etsu.edu/etsu-works/45
2. https://doi.org/10.1080/03610926.2013.851230

Tags

correlation

matrix variate

moment

moment generating function

primary 62H10

quadratic form

secondary 62H05

skew normal distribution

Biostatistics and Epidemiology

Biostatistics

Mathematics

Additional Fields

Identifer	oai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etsu-works-1044
Date	01 February 2016
Creators	Zheng, Shimin, Knisley, Jeff, Wang, Kesheng
Publisher	Digital Commons @ East Tennessee State University
Source Sets	East Tennessee State University
Detected Language	English
Type	text
Source	ETSU Faculty Works