Moments of Matrix Variate Skew Elliptically Contoured Distributions

Shimin Zheng; Jeff Knisley; Chunming Zhang

Moments of Matrix Variate Skew Elliptically Contoured Distributions

Shimin Zheng
, Jeff Knisley
, Chunming Zhang

University of Wisconsin

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

Abstract

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.

Original language	American English
Journal	Advances and Applications in Statistics
Volume	36
State	Published - Jan 1 2013

Keywords

matrix variate
moment
skew Pearson type VII distribution
skew elliptically contoured distribution
skew normal distribution
stochastic representation

Disciplines

Statistics and Probability

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title = "Moments of Matrix Variate Skew Elliptically Contoured Distributions",

abstract = " 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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T1 - Moments of Matrix Variate Skew Elliptically Contoured Distributions

AU - Zheng, Shimin

AU - Knisley, Jeff

AU - Zhang, Chunming

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N2 - 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.

AB - 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.

KW - matrix variate

KW - moment

KW - skew Pearson type VII distribution

KW - skew elliptically contoured distribution

KW - skew normal distribution

KW - stochastic representation

UR - https://dc.etsu.edu/etsu-works/77

M3 - Article

VL - 36

JO - Advances and Applications in Statistics

JF - Advances and Applications in Statistics

ER -

Moments of Matrix Variate Skew Elliptically Contoured Distributions

Abstract

Keywords

Disciplines

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