In this paper, moments and other expected values of functions of matrix variate elliptically contoured distribution are studied. A relationship is pointed out between the expected values for the normal case and the general elliptical case. Expected values of concrete functions are derived. An example is given when the underlying distribution is Student's t-distribution
Abstract. The tail conditional expectation, TCE for short, provides a measure of the riskiness of th...
AbstractIn this paper, the noncentral matrix quadratic forms of the skew elliptical variables are st...
Abstract. In this paper, we discuss elliptically contoured distribution for random variables defined...
Matrix variate skew elliptically contoured distributions generalize several classes of important dis...
SUMMARY. In this paper we study matrix variate elliptically contoured distributions that admit a nor...
AbstractThe theory of elliptically contoured distributions is presented in an unrestricted setting, ...
AbstractFor a left elliptically contoured n × p random matrix Y LECn × p(μ, K, φ), the mth order mom...
The random vector x is said to have an elliptical contoured distribution provided its characteristic...
In this paper, we derive the Stein-Haff identity for the multivariate elliptically contoured matrix ...
AbstractIn this paper, the problem of estimating the covariance matrix of the elliptically contoured...
Matrix variate skew elliptically contoured distributions generalize several classes of important dis...
We study matrix variate confluent hypergeometric function kind 1 distribution which is a generalizat...
Singular matrix variate skew-elliptical distribution and the distribution of general linear transfor...
The theory of elliptically contoured distributions is presented in an unrestricted setting, with no ...
Two-sample problems of estimating p × p scale matrices are investigated under elliptically con-toure...
Abstract. The tail conditional expectation, TCE for short, provides a measure of the riskiness of th...
AbstractIn this paper, the noncentral matrix quadratic forms of the skew elliptical variables are st...
Abstract. In this paper, we discuss elliptically contoured distribution for random variables defined...
Matrix variate skew elliptically contoured distributions generalize several classes of important dis...
SUMMARY. In this paper we study matrix variate elliptically contoured distributions that admit a nor...
AbstractThe theory of elliptically contoured distributions is presented in an unrestricted setting, ...
AbstractFor a left elliptically contoured n × p random matrix Y LECn × p(μ, K, φ), the mth order mom...
The random vector x is said to have an elliptical contoured distribution provided its characteristic...
In this paper, we derive the Stein-Haff identity for the multivariate elliptically contoured matrix ...
AbstractIn this paper, the problem of estimating the covariance matrix of the elliptically contoured...
Matrix variate skew elliptically contoured distributions generalize several classes of important dis...
We study matrix variate confluent hypergeometric function kind 1 distribution which is a generalizat...
Singular matrix variate skew-elliptical distribution and the distribution of general linear transfor...
The theory of elliptically contoured distributions is presented in an unrestricted setting, with no ...
Two-sample problems of estimating p × p scale matrices are investigated under elliptically con-toure...
Abstract. The tail conditional expectation, TCE for short, provides a measure of the riskiness of th...
AbstractIn this paper, the noncentral matrix quadratic forms of the skew elliptical variables are st...
Abstract. In this paper, we discuss elliptically contoured distribution for random variables defined...