Ma, Ziwei; Wang, Tonghui; Wei, Zheng; Zhu, Xiaonan - In: Asian journal of economics and banking : AJEB 6 (2022) 2, pp. 270-281
Purpose - The purpose of this study is to extend the classical noncentral F-distribution under normal settings to noncentral closed skew F-distribution for dealing with independent samples from multivariate skew normal (SN) distributions. Design/methodology/approach - Based on generalized...