Array Variate Skew Normal Random Variables with Multiway Kronecker Delta Covariance Matrix Structure
Statistics Theory
2011-03-23 v2 Probability
Statistics Theory
Abstract
In this paper, we will discuss the concept of an array variate random variable and introduce a class of skew normal array densities that are obtained through a selection model that uses the array variate normal density as the kernel and the cumulative distribution of the univariate normal distribution as the selection function.
Keywords
Cite
@article{arxiv.1103.3795,
title = {Array Variate Skew Normal Random Variables with Multiway Kronecker Delta Covariance Matrix Structure},
author = {Deniz Akdemir},
journal= {arXiv preprint arXiv:1103.3795},
year = {2011}
}
Comments
A part of this paper was taken from the technical report "Array Variate Random Variables with Multiway Kronecker Delta Covariance Matrix Structure" that is published in 2011 by Department of Mathematics and Statistics at the Bowling Green State University