A Matrix Variate Generalization of the Skew Pearson Type VII and Skew T Distribution

Shimin Zheng; A. K. Gupta; Xuefeng Liu

A Matrix Variate Generalization of the Skew Pearson Type VII and Skew T Distribution

Shimin Zheng, A. K. Gupta, Xuefeng Liu

Department of Biostatistics and Epidemiology

Research output: Contribution to journal › Article › peer-review

Abstract

We define and study multivariate and matrix variate skew Pearson type VII and skew t-distributions. We derive the marginal and conditional distributions, the linear transformation, and the stochastic representations of the multivariate and matrix variate skew Pearson type VII distributions and skew t-distributions. Also, we study the limiting distributions.

Original language	American English
Journal	Mathematical Sciences Research Journal
Volume	16
State	Published - Jan 1 2012

Keywords

skew T distribution
skew pearson type VII

Disciplines

Biostatistics
Mathematics

Cite this

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title = "A Matrix Variate Generalization of the Skew Pearson Type VII and Skew T Distribution",

abstract = " We define and study multivariate and matrix variate skew Pearson type VII and skew t-distributions. We derive the marginal and conditional distributions, the linear transformation, and the stochastic representations of the multivariate and matrix variate skew Pearson type VII distributions and skew t-distributions. Also, we study the limiting distributions.",

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AU - Gupta, A. K.

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N2 - We define and study multivariate and matrix variate skew Pearson type VII and skew t-distributions. We derive the marginal and conditional distributions, the linear transformation, and the stochastic representations of the multivariate and matrix variate skew Pearson type VII distributions and skew t-distributions. Also, we study the limiting distributions.

AB - We define and study multivariate and matrix variate skew Pearson type VII and skew t-distributions. We derive the marginal and conditional distributions, the linear transformation, and the stochastic representations of the multivariate and matrix variate skew Pearson type VII distributions and skew t-distributions. Also, we study the limiting distributions.

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KW - skew pearson type VII

UR - https://dc.etsu.edu/etsu-works/74

M3 - Article

VL - 16

JO - Mathematical Sciences Research Journal

JF - Mathematical Sciences Research Journal

ER -

A Matrix Variate Generalization of the Skew Pearson Type VII and Skew T Distribution

Abstract

Keywords

Disciplines

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