Stochastic Representations of the Matrix Variate Skew Elliptically Contoured Distributions

Shimin Zheng; Chunming Zhang; Jeff Knisley

Stochastic Representations of the Matrix Variate Skew Elliptically Contoured Distributions

Shimin Zheng, Chunming Zhang, Jeff Knisley

Nanjing Audit University

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 two stochastic representations of the matrix variate skew elliptically contoured distributions.

Original language	American English
Journal	Advances and Applications in Statistics
Volume	33
State	Published - Jan 1 2013

Keywords

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

Disciplines

Statistics and Probability

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Stochastic Representations of the Matrix Variate Skew EllipticallFinal published version, 368 KBLicense: Unspecified

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title = "Stochastic Representations of the 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 two stochastic representations of the matrix variate skew elliptically contoured distributions.",

keywords = "matrix variate, skew Pearson type VII distribution, skew elliptically contoured distribution, skew normal distribution, stochastic representation",

author = "Shimin Zheng and Chunming Zhang and Jeff Knisley",

year = "2013",

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day = "1",

language = "American English",

volume = "33",

journal = "Advances and Applications in Statistics",

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TY - JOUR

T1 - Stochastic Representations of the Matrix Variate Skew Elliptically Contoured Distributions

AU - Zheng, Shimin

AU - Zhang, Chunming

AU - Knisley, Jeff

PY - 2013/1/1

Y1 - 2013/1/1

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 two stochastic representations 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 two stochastic representations of the matrix variate skew elliptically contoured distributions.

KW - matrix variate

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/76

M3 - Article

VL - 33

JO - Advances and Applications in Statistics

JF - Advances and Applications in Statistics

ER -

Stochastic Representations of the Matrix Variate Skew Elliptically Contoured Distributions

Abstract

Keywords

Disciplines

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