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Full-Text Articles in Physical Sciences and Mathematics
Stochastic Representations Of The Matrix Variate Skew Elliptically Contoured Distributions, Shimin Zheng, Chunming Zhang, Jeff Knisley
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.
Moments Of Matrix Variate Skew Elliptically Contoured Distributions, Shimin Zheng, Jeff Knisley, Chunming Zhang
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.