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Statistics and Probability

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Selected Works

2017

Matrix variate

Articles 1 - 2 of 2

Full-Text Articles in Physical Sciences and Mathematics

Stochastic Representations Of The Matrix Variate Skew Elliptically Contoured Distributions, Shimin Zheng, Chunming Zhang, Jeff Knisley May 2017

Stochastic Representations Of The Matrix Variate Skew Elliptically Contoured Distributions, Shimin Zheng, Chunming Zhang, Jeff Knisley

Shimin Zheng

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.

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Moments Of Matrix Variate Skew Elliptically Contoured Distributions, Shimin Zheng, Jeff Knisley, Chunming Zhang May 2017

Moments Of Matrix Variate Skew Elliptically Contoured Distributions, Shimin Zheng, Jeff Knisley, Chunming Zhang

Shimin Zheng

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.

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