Quadratic forms in skew normal variates
By Arjun K. Gupta, Wen-Jang Huang. 2002
58 citations recorded by the source corpus.
Subfields: Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/848a163879f5bd4ee80118e633805ec725be2fad
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Management Science and Operations Research
- Arjun K. Gupta
- Wen-Jang Huang
- Adelchi Azzalini
- Yan-Hau Chen
- Reinaldo Boris Arellano-Valle
- Marc G. Genton
- Yulia V. Marchenko
- Arthur Pewsey
In Statistics and Probability
- Adelchi Azzalini
- Wen-Jang Huang
- Arjun K. Gupta
- Yan-Hau Chen
- Marc G. Genton
- Reinaldo Boris Arellano-Valle
- Yulia V. Marchenko
- Victor Hugo Lachos
Citations in the corpus
- The Skew‐normal Distribution and Related Multivariate Families * (2005, background): “The above presentation of the SN distribution is based largely on work of Azzalini (1985), with additional results of Henze (1986), Azzalini (1986) and Chiogna (1998).”
- Skew scale mixtures of normal distributions: Properties and estimation (2011, unknown): “From Gupta and Huang (2002), MZ(z) = 2 exp ( z22 )Φ1 ( λz√ 1+λ2 ) , where Z ∼ SN(λ).”
- Generalized skew-Cauchy distribution ☆ (2007, background): “Quadratic forms of skew-normal random vectors have been studied by Azzalini (1985), Azzalini and Dalla Valle (1996), Azzalini and Capitanio (1999), Loperfido (2001), Genton et al. (2001), and Gupta and Huang (2002).”
- Multivariate skew t-distribution (2003, background): “The multivariate skew normal distribution has been studied by Gupta and Huang (2002), Gupta and Kollo (2000), Azzalini and Dalla Valle (1996), and its applications are given in Azzalini and Capitanio (1999).”