具有多向克罗内克德尔塔协方差矩阵结构的阵列变量偏正态随机变量
统计理论
2011-03-23 v2 概率论
统计理论
摘要
在本文中，我们将讨论阵列变量随机变量的概念，并引入一类偏正态阵列密度，这些密度是通过一个选择模型获得的，该模型使用阵列变量正态密度作为核函数，并使用单变量正态分布的累积分布函数作为选择函数。
关键词
引用
@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}
}
备注
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