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Moments of Matrix Variate Skew Elliptically Contoured Distributions

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.

Identiferoai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etsu-works-1071
Date01 January 2013
CreatorsZheng, Shimin, Knisley, Jeff, Zhang, Chunming
PublisherDigital Commons @ East Tennessee State University
Source SetsEast Tennessee State University
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceETSU Faculty Works

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