On the independence of singular multivariate skew-normal sub-vectors

被引：1

作者：

Young, Phil D. ^{[1
]}

Kahle, David J. ^{[2
]}

Young, Dean M. ^{[2
]}

机构：

[1] Baylor Univ, Dept Management & Informat Syst, One Bear Pl 98005, Waco, TX 78798 USA

[2] Baylor Univ, Dept Stat Sci, One Bear Pl 97140, Waco, TX 78798 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2017年 / 122卷

关键词：

Affine subspace; Moore-Penrose inverse; Matrix column space; Matrix null space; NORMAL DISTRIBUTIONS; TRUNCATION; FAMILIES; MODELS;

D O I：

10.1016/j.spl.2016.08.021

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article provides necessary and sufficient conditions that characterize independence among sub-vectors of a singular multivariate skew-normal random vector. (C) 2016 Elsevier B.V. All rights reserved.

引用

页码：58 / 62

页数：5