We define and study multivariate and matrix variate skew Pearson type VII and skew t-distributions. We derive the marginal and conditional distributions, the linear transformation, and the stochastic representations of the multivariate and matrix variate skew Pearson type VII distributions and skew t-distributions. Also, we study the limiting distributions.
| Identifer | oai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etsu-works-17489 |
| Date | 01 January 2012 |
| Creators | Zheng, Shimin, Gupta, A. K., Liu, Xuefeng |
| Publisher | Digital Commons @ East Tennessee State University |
| Source Sets | East Tennessee State University |
| Detected Language | English |
| Type | text |
| Source | ETSU Faculty Works |
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