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Activity Number: 255 - Contributed Poster Presentations: Section on Statistical Computing
Type: Contributed
Date/Time: Monday, July 29, 2019 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Computing
Abstract #305190
Title: The Decomposition of Quadratic Forms Under Matrix Variate Skew Normal Distribution
Author(s): Ziwei Ma* and Tonghui Wang
Companies: New Mexico State University and New Mexico State University
Keywords: Skew-normal distributions; noncentral skew Wishart distributions; Quadratic forms; Decomposition

In this paper, several properties of noncentral skew Wishart distribution are studied and two results of decomposition properties are established as well. In general, a random $p\times p$ non-negative definite matrix, which follows noncentral skew Wishart distribution with the degree of freedom $k>1$, can be decomposed into the sum of two independent random matrices, where one follows the noncentral skew Wishart distribution and another one follows the noncentral Wishart distribution. For an illustration of these results, the linear mixed model with skew normal error is considered as an application.

Authors who are presenting talks have a * after their name.

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