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Statistics and Probability

East Tennessee State University

Skew normal distribution

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Full-Text Articles in Physical Sciences and Mathematics

Moments Of Matrix Variate Skew Elliptically Contoured Distributions, Shimin Zheng, Jeff Knisley, Chunming Zhang Jan 2013

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

ETSU Faculty Works

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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Stochastic Representations Of The Matrix Variate Skew Elliptically Contoured Distributions, Shimin Zheng, Chunming Zhang, Jeff Knisley Jan 2013

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

ETSU Faculty Works

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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