The Inverse Problem of Multivariate and Matrix-Variate Skew Normal Distributions
Document Type
Article
Publication Date
6-1-2012
Description
In this paper, we prove that the joint distribution of random vectors Z 1 and Z 2 and the distribution of Z 2 are skew normal provided that Z 1 is skew normally distributed and Z 2 conditioning on Z 1 is distributed as closed skew normal. Also, we extend the main results to the matrix variate case.
Citation Information
Zheng, Shimin; Hardin, J. M.; and Gupta, A. K.. 2012. The Inverse Problem of Multivariate and Matrix-Variate Skew Normal Distributions. Statistics. Vol.46(3). 361-371. https://doi.org/10.1080/02331888.2010.528895 ISSN: 0233-1888
