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Stochastic Representations of the 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 two stochastic representations of the matrix variate skew elliptically contoured distributions.

Identiferoai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etsu-works-1070
Date01 January 2013
CreatorsZheng, Shimin, Zhang, Chunming, Knisley, Jeff
PublisherDigital Commons @ East Tennessee State University
Source SetsEast Tennessee State University
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceETSU Faculty Works

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