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Moments and Quadratic Forms of Matrix Variate Skew Normal Distributions

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.

Identiferoai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etsu-works-1044
Date01 February 2016
CreatorsZheng, Shimin, Knisley, Jeff, Wang, Kesheng
PublisherDigital Commons @ East Tennessee State University
Source SetsEast Tennessee State University
Detected LanguageEnglish
Typetext
SourceETSU Faculty Works

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