Some Characteristics of Tensor-Variate t and Skew-t Distributions

Document Type : Original Scientific Paper

Authors

1 ‎Department of Statistics, ‎University of Birjand, ‎Birjand‎, ‎I‎. ‎R‎. ‎Iran

2 ‎Department of Estadistica, ‎Pontificia Universidad Catolica de Chile, Santiago‎, ‎Chile

Abstract

‎In recent years‎, ‎rapid technological advances have led to the emergence of increasingly complex data structures‎, ‎among which tensor data play a central role‎. ‎To address the challenges of analyzing such data‎, ‎it is essential to extend statistical concepts and methodologies to the tensor domain‎. ‎In this paper‎, ‎we introduce the tensor-variate t‎ and skew-t distributions and derive several of their statistical properties‎. ‎Parameter estimation is carried out using the Expectation-Maximization (EM) algorithm‎, ‎and the performance of the proposed estimators is assessed through extensive simulation studies‎. ‎Finally‎, ‎the effectiveness and practical applicability of the estimators are demonstrated using real world data‎.

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References

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Mathematics Interdisciplinary Research
Volume 11, Issue 3
September 2026
Pages 299-319

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