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Article
Moments of Matrix Variate Skew Elliptically Contoured Distributions
Advances and Applications in Statistics
  • Shimin Zheng, East Tennessee State University; Nanjing Audit University
  • Jeff Knisley, East Tennessee State University
  • Chunming Zhang, University of Wisconsin
Document Type
Article
Publication Date
1-1-2013
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 the first two moments 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
Shimin Zheng, Jeff Knisley and Chunming Zhang. "Moments of Matrix Variate Skew Elliptically Contoured Distributions" Advances and Applications in Statistics Vol. 36 Iss. 1 (2013) p. 13 - 27 ISSN: 0972-3617
Available at: http://works.bepress.com/shimin-zheng/41/