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.

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