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
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
收藏
页码:58 / 62
页数:5
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