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...
Main Authors: | , , |
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Format: | Others |
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Digital Commons @ East Tennessee State University
2013
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Online Access: | https://dc.etsu.edu/etsu-works/76 https://dc.etsu.edu/cgi/viewcontent.cgi?article=1070&context=etsu-works |