Return to search

A Matrix Variate Generalization of the Skew Pearson Type VII and Skew T Distribution

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.

Identiferoai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etsu-works-17489
Date01 January 2012
CreatorsZheng, Shimin, Gupta, A. K., Liu, Xuefeng
PublisherDigital Commons @ East Tennessee State University
Source SetsEast Tennessee State University
Detected LanguageEnglish
Typetext
SourceETSU Faculty Works

Page generated in 0.0017 seconds