Distribution of matrix quadratic forms under skew-normal settings
نویسندگان
چکیده
منابع مشابه
Distribution of matrix quadratic forms under skew-normal settings
For a class of skew-normal matrix distributions, the density function, moment generating function and independent 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 distributed random matrix are established. A new version of Cochran’s theorem is given. For illustration, ...
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June 22, 2010 Type Package Title Distribution function of quadratic forms in normal variables Version 1.0 Date 2010-06-20 Author P. Lafaye de Micheaux Maintainer P. Lafaye de Micheaux Description Computes the distribution function of quadratic forms in normal variables using Imhof’s method, Davies’s algorithm, Farebrother’s algorithm or Liu et al.’s algorithm. License ...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2014
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2014.07.001