| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145087 | Journal of the Korean Statistical Society | 2008 | 8 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
José A. DÃaz-GarcÃa, Graciela González-FarÃas,