Preprint
A Matrix Variate Skew-t Distribution
Abstract
Although there is ample work in the literature dealing with skewness in the
multivariate setting, there is a relative paucity of work in the matrix variate
Authors
Gallaugher MPB; McNicholas PD
Publication date
March 3, 2017
DOI
10.48550/arxiv.1703.01364
Preprint server
arXiv