CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2009, 25(5) 485-498 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Elliptically contoured distributions
skew Pearson type VII distributions
skew t distributions
density generator.
Authors
Wen Yangjun:Zhu Daoyuan
PubMed
Article by

New Multivariate Skew t Distributions Generated\\from Skew Pearson VII Distributions

Wen Yangjun:Zhu Daoyuan

Department of Mathematics, Nanjing Agricultural UniversityDepartment of Mathematics, Southeast University

Abstract��

In general, there are a large number of skew
elliptically contoured distributions with hard calculated integral
forms, while skew normal, skew normal scale mixtures, skew Pearson
type VII and skew Pearson type II distributions possess good
structures. Skew t distributions belong to skew Pearson type VII
distributions, therefore, this paper proposes new multivariate skew
t distributions based on multivariate skew Pearson type VII
distributions. Backgrounds and definitions are given, two stochastic
representations and their equivalence are derived.

Keywords�� Elliptically contoured distributions   skew Pearson type VII distributions   skew t distributions   density generator.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Wen Yangjun
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