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Matrix variate skew elliptically contoured distributions generalize several classes of important distributions. This paper defines and explores matrix variate skew elliptically contoured distributions. In particular, we discuss the first two moments of the matrix variate skew elliptically contoured distributions.

In this dissertation an overview on the real representation of quaternions in distribution theory is given. The density functions of the p-variate and matrix-variate quaternion normal distributions are derived from first principles, while that of the quaternion Wishart distribution is derived from the real associated Wishart distribution via the characteristic function. Applications of this theory in hypothesis testing is presented, and the density function of Wilks's statistic is derived for quaternion Wishart matrices. / Dissertation (MSc)--University of Pretoria, 2010. / Statistics / unrestricted

High dimensional space-time datasets are available nowadays in various aspects of life such as economy, agriculture, health, environment, etc. Meanwhile, it is challenging to reveal possible connections between climate change and weather extreme events such as hurricanes or tornadoes. In particular, the relationship between tornado occurrence and climate change has remained elusive. Moreover, modeling multivariate spatio-temporal data is computationally expensive. There is great need to computationally feasible models that account for temporal, spatial, and inter-variables dependence. Our research focuses on those areas in two ways. First, we investigate connections between changes in tornado risk and the increase in atmospheric instability over Oklahoma. Second, we propose two multiscale spatio-temporal models, one for multivariate Gaussian data, and the other for matrix-variate Gaussian data. Those frameworks are novel additions to the existing literature on Bayesian multiscale models. In addition, we have proposed parallelizable MCMC algorithms to sample from the posterior distributions of the model parameters with enhanced computations. / Doctor of Philosophy / Over 1000 tornadoes are reported every year in the United States causing massive losses in lives and possessions according to the National Oceanic and Atmospheric Administration. Therefore, it is worthy to investigate possible connections between climate change and tornado occurrence. However, there are massive environmental datasets in three or four dimensions (2 or 3 dimensional space, and time), and the relationship between tornado occurrence and climate change has remained elusive. Moreover, it is computationally expensive to analyze those high dimensional space-time datasets. In part of our research, we have found a significant relationship between occurrence of strong tornadoes over Oklahoma and meteorological variables. Some of those meteorological variables have been affected by ozone depletion and emissions of greenhouse gases. Additionally, we propose two Bayesian frameworks to analyze multivariate space-time datasets with fast and feasible computations. Finally, our analyses indicate different patterns of temperatures at atmospheric altitudes with distinctive rates over the United States.