Moments of 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 the first two moments of the matrix variate skew elliptically contoured...

Full description

Bibliographic Details
Main Authors: Zheng, Shimin, Knisley, Jeff, Zhang, Chunming
Format: Others
Published: Digital Commons @ East Tennessee State University 2013
Subjects:
Online Access:https://dc.etsu.edu/etsu-works/77
https://dc.etsu.edu/cgi/viewcontent.cgi?article=1071&context=etsu-works