Array Variate Skew Normal Random Variables with Multiway Kronecker Delta Covariance Matrix Structure

Abstract

In this paper, we will discuss the concept of an array variate random variable and introduce a class of skew normal array densities that are obtained through a selection model that uses the array variate normal density as the kernel and the cumulative distribution of the univariate normal distribution as the selection function.

A part of this paper was taken from the technical report "Array Variate Random Variables with Multiway Kronecker Delta Covariance Matrix Structure" that is published in 2011 by Department of Mathematics and Statistics at the Bowling Green State University