On the independence of singular multivariate skew-normal sub-vectors

This article provides necessary and sufficient conditions that characterize independence among sub-vectors of a singular multivariate skew-normal random vector.

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Bibliographic Details
Published in:Statistics & probability letters 2017-03, Vol.122, p.58-62
Main Authors: Young, Phil D., Kahle, David J., Young, Dean M.
Format: Article
Language:English
Subjects:
Affine subspace
Matrix column space
Matrix null space
Moore–Penrose inverse
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Description
Summary:This article provides necessary and sufficient conditions that characterize independence among sub-vectors of a singular multivariate skew-normal random vector.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2016.08.021