MOMENTS OF MATRIX VARIATE SKEW ELLIPTICALLY CONTOURED DISTRIBUTIONS

被引：0

作者：

Zheng, Shimin ^{[1
,2
]}

Knisley, Jeff ^{[1
]}

Zhang, Chunming ^{[3
]}

机构：

[1] East Tennessee State Univ, Dept Biostat & Epidemiol, Inst Quantitat Biol, Box 70259, Johnson City, TN 37614 USA

[2] Nanjing Audit Univ, Dept Finance, Nanjing, Jiangsu, Peoples R China

[3] Univ Wisconsin, Dept Stat, Madison, WI 53706 USA

来源：

ADVANCES AND APPLICATIONS IN STATISTICS | 2013年 / 36卷 / 01期

关键词：

matrix variate; skew elliptically contoured distribution; skew Pearson type VII distribution; skew normal distribution; stochastic representation; moment;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：13 / 27

页数：15

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