An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normal Distribution with Applications to Associated Stochastic Orderings
Published in Communications in Mathematics and Statistics, 2023
The characteristic function of matrix variate skew normal distribution is derived in this paper. The authors derive some necessary and sufficient conditions for the comparison of matrix-variate skew-normal distributions under several stochastic orders.
Recommended citation: Pu, T., Balakrishnan, N., & Yin, C. (2023). "An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normal Distribution with Applications to Associated Stochastic Orderings." Communications in Mathematics and Statistics, 11(3), 629-647.
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