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Abstract:
In this paper, the class of multivariate extended skew normal distributions is introduced. The properties of this class of distributions, such as, the moment generating function, probability density function, and independence are discussed. Based on this class of distributions, the extended noncentral skew chi-square distribution is defined and its properties are investigated. Also the necessary and sufficient conditions, under which a quadratic form of the model has an extended noncentral skew chi-square distribution, are obtained. For illustration of our main results, several examples are given. © Springer International Publishing Switzerland 2016.
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Studies in Computational Intelligence
Monograph name: Studies in Computational Intelligence
ISSN: 1860-949X
Volume: 622
Issue: Springer Verlag
Language: English
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WoS CC Cited Count: 0
SCOPUS Cited Count: 10
ESI Highly Cited Papers on the List: 0 Unfold All
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30 Days PV: 0
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