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Distribution of matrix quadratic forms under skew-normal settings

✍ Scribed by Ye, Rendao; Wang, Tonghui; Gupta, Arjun K.

Book ID
125832331
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
440 KB
Volume
131
Category
Article
ISSN
0047-259X

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Quadratic forms of skew-normal random ve
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✍ Nicola Loperfido πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 92 KB

The sum of squares and products matrix has a Wishart distribution, when the rows of the corresponding data matrix are i.i.d. according to a skew-normal distribution centered at the origin. Applications include robustness of the t-test, time series and spatial statistics.