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Selected Works of Shimin Zheng
Article
The Inverse Problem of Multivariate and Matrix-Variate Skew Normal Distributions
Statistics
  • Shimin Zheng, East Tennessee State University
  • J. M. Hardin, University of Alabama
  • A. K. Gupta, Bowling Green State University
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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.

Disciplines
Citation Information
Shimin Zheng, J. M. Hardin and A. K. Gupta. "The Inverse Problem of Multivariate and Matrix-Variate Skew Normal Distributions" Statistics Vol. 46 Iss. 3 (2012) p. 361 - 371 ISSN: 0233-1888
Available at: http://works.bepress.com/shimin-zheng/66/