Stochastic Representations of the Matrix Variate Skew Elliptically Contoured Distributions

Creator(s)

Shimin Zheng, East Tennessee State University; Nanjing Audit UniversityFollow
Chunming Zhang, Nanjing Audit University
Jeff Knisley, East Tennessee State UniversityFollow

Document Type

Article

Publication Date

2013

Description

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.

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Copyright Statement

© Pushpa Publishing House. This document was published with permission by Pushpa Publishing House. It was originally published in Advances and Applications in Statistics.

Citation Information

Zheng, Shimin; Zhang, Chunming; and Knisley, Jeff. 2013. Stochastic Representations of the Matrix Variate Skew Elliptically Contoured Distributions. Advances and Applications in Statistics. Vol.33(2). 83-98. http://www.pphmj.com/abstract/7557.htm ISSN: 0972-3617