Singular extended skew-elliptical distributions
Singular vector and matrix extended skew-elliptical distributions are studied in this work. Based on the vectorial case, two alternatives for singular matrix variate extended skew-elliptical distribution are also proposed. In addition, the distributions of a general linear transformation for extende...
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2008 |
| País: | México |
| Institución: | Centro de Investigación en Matemáticas |
| Repositorio: | Repositorio Institucional CIMAT |
| Idioma: | inglés |
| OAI Identifier: | oai:cimat.repositorioinstitucional.mx:1008/936 |
| Acceso en línea: | http://cimat.repositorioinstitucional.mx/jspui/handle/1008/936 |
| Access Level: | acceso abierto |
| Palabra clave: | info:eu-repo/classification/MSC/Teoría de la Distrubución info:eu-repo/classification/cti/1 info:eu-repo/classification/cti/12 info:eu-repo/classification/cti/1209 info:eu-repo/classification/cti/120907 |
| Sumario: | Singular vector and matrix extended skew-elliptical distributions are studied in this work. Based on the vectorial case, two alternatives for singular matrix variate extended skew-elliptical distribution are also proposed. In addition, the distributions of a general linear transformation for extended skew-elliptical vectors and matrices are derived along with the corresponding density functions. These results are applied in the distribution of the residuals for a general linear model with extended skew-elliptical errors. |
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