Advances and Applications in Statistics
Volume 33, Issue 2, Pages 83 - 98
(April 2013)
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STOCHASTIC REPRESENTATIONS OF THE MATRIX VARIATE SKEW ELLIPTICALLY CONTOURED DISTRIBUTIONS
Shimin Zheng, Chunming Zhang and Jeff Knisley
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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 two stochastic representations of the matrix variate skew elliptically contoured distributions. |
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