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.
Identifer | oai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etsu-works-1070 |
Date | 01 January 2013 |
Creators | Zheng, Shimin, Zhang, Chunming, Knisley, Jeff |
Publisher | Digital Commons @ East Tennessee State University |
Source Sets | East Tennessee State University |
Detected Language | English |
Type | text |
Format | application/pdf |
Source | ETSU Faculty Works |
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