Ashis Kumar Chakraborty, Moutushi Chatterjee, On multivariate folded normal distribution, Sankhyā: The Indian Journal of Statistics, Series B (2008-), Vol. 75, No. 1 (May 2013), pp. 1-15 ...

Multivariate Normal Distribution: A generalisation of the univariate normal distribution to multiple dimensions, characterised by a mean vector and a covariance matrix.

The paper extends earlier work on the so-called skew-normal distribution, a family of distributions including the normal, but with an extra parameter to regulate skewness. The present work introduces ...

An introduction to the theory and application of modern multivariate methods used in the Social Sciences: Multivariate normal distribution, principal components analysis, factor analysis, latent ...