Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151525 | Statistics & Probability Letters | 2016 | 6 Pages |
Abstract
We prove the existence of a multivariate singular skew-normal density function, derive its moment generating function, and demonstrate that the skewness parameter-vector is confined to the column space of the singular dispersion matrix.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Phil D. Young, Jane L. Harvill, Dean M. Young,