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Communications in Statistics - Theory and Methods Volume 36, 2007 - Issue 9

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DISTRIBUTION THEORY

A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis

J. Armando Domínguez-Molina Universidad de Guanajuato, Guanajuato, MexicoCorrespondence[email protected]

Graciela González-Farías Centro de Investigación en Matemáticas, Guanajuato, Mexico

Rogelio Ramos-Quiroga Centro de Investigación en Matemáticas, Guanajuato, Mexico

Arjun K. Gupta Bowling Green State University, Bowling Green, Ohio, USA

Pages 1691-1703 | Received 31 Jul 2005, Accepted 28 Sep 2006, Published online: 30 Jun 2007

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https://doi.org/10.1080/03610920601126126

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Farrukh Javed, Stepan Mazur & Erik Thorsén. (2023) Tangency portfolio weights under a skew-normal model in small and large dimensions. Journal of the Operational Research Society 0:0, pages 1-12.
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S. Zheng, J. M. Hardin & A. K. Gupta. (2012) The inverse problem of multivariate and matrix-variate skew normal distributions. Statistics 46:3, pages 361-371.
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Adelchi Azzalini & Marc G. Genton. (2015) Discussion. International Statistical Review 83:2, pages 198-202.
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A Matrix Variate Closed Skew-Normal Distribution with Applications to Stochastic Frontier Analysis

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