Central matricvariate and matrix multivariate T distributions
Statistics Theory
2010-11-24 v1 Statistics Theory
Abstract
Several distributions are studied, simultaneously in the real, complex, quaternion and octonion cases. Specifically, these are the central, nonsingular matricvariate and matrix multivariate T and beta type II distributions and the joint density of the singular values are obtained for real normed division algebras.
Cite
@article{arxiv.1011.5087,
title = {Central matricvariate and matrix multivariate T distributions},
author = {Jose A. Diaz-Garcia and Ramon Gutierrez-Jaimez},
journal= {arXiv preprint arXiv:1011.5087},
year = {2010}
}
Comments
13 pages