Advances and Applications in Statistics
Volume 36, Issue 1, Pages 13 - 27
(September 2013)
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MOMENTS OF MATRIX VARIATE SKEW ELLIPTICALLY CONTOURED DISTRIBUTIONS
Shimin Zheng, Jeff Knisley and Chunming Zhang
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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. |
Keywords and phrases: matrix variate, skew elliptically contoured distribution, skew Pearson type VII distribution, skew normal distribution, stochastic representation, moment. |
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