Stochastic Representations of the Matrix Variate Skew Elliptically Contoured Distributions

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 c...

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Bibliographic Details
Main Authors: Zheng, Shimin, Zhang, Chunming, Knisley, Jeff
Format: Others
Published: Digital Commons @ East Tennessee State University 2013
Subjects:
Online Access:https://dc.etsu.edu/etsu-works/76
https://dc.etsu.edu/cgi/viewcontent.cgi?article=1070&context=etsu-works