Moments of Matrix Variate Skew Elliptically Contoured Distributions

Description

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.

Links & Downloads

1. https://dc.etsu.edu/etsu-works/77
2. https://dc.etsu.edu/cgi/viewcontent.cgi?article=1071&context=etsu-works

Tags

matrix variate

skew elliptically contoured distribution

skew Pearson type VII distribution

skew normal distribution

stochastic representation

moment

Biostatistics and Epidemiology

Statistics and Probability

Additional Fields

Identifer	oai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etsu-works-1071
Date	01 January 2013
Creators	Zheng, Shimin, Knisley, Jeff, Zhang, Chunming
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