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Stochastic Representations of the Matrix Variate Skew Elliptically Contoured DistributionsZheng, Shimin, Zhang, Chunming, Knisley, Jeff 01 January 2013 (has links)
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 two stochastic representations of the matrix variate skew elliptically contoured distributions.
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Moments of Matrix Variate Skew Elliptically Contoured DistributionsZheng, Shimin, Knisley, Jeff, Zhang, Chunming 01 January 2013 (has links)
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.
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