2 citations · 4 across the 5 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2021
An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normalDistribution with Applications to Associated Stochastic Orderings
Tong Pu, Narayanaswamy Balakrishnan, Chuancun Yin
We establish an identity for E f (Y) -E f (X), when X and Y both have matrix variateskew-normal distributions and the function f fulfills some weak conditions. Thecharacteristic fu…
math.ST2021★ 1 cited
Generalized Location-Scale Mixtures of Elliptical Distributions: Definitions and Stochastic Comparisons
Tong Pu, Yiying Zhang, Chuancun Yin
This paper proposes a unified class of generalized location-scale mixture of multivariate elliptical distributions and studies integral stochastic orderings of random vectors follo…