A Matrix Variate Generalization of the Skew Pearson Type VII and Skew T Distribution
Document Type
Article
Publication Date
2012
Description
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.
Citation Information
Zheng, Shimin; Gupta, A. K.; and Liu, Xuefeng. 2012. A Matrix Variate Generalization of the Skew Pearson Type VII and Skew T Distribution. Mathematical Sciences Research Journal. Vol.16(6). 136-156. ISSN: 1537-5978