Compound and scale mixture of vector and spherical matrix variate elliptical distributions
Statistics Theory
2009-03-18 v1 Statistics Theory
Abstract
Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then proposed. The scale mixture of left-spherical matrix variate elliptical distributions and univariate inverted hypergeometric type distributions is also derived as a particular case of the compound distribution approach.
Cite
@article{arxiv.0903.2875,
title = {Compound and scale mixture of vector and spherical matrix variate elliptical distributions},
author = {Jose A. Diaz-Garcia and R. Gutierrez-Jaimez},
journal= {arXiv preprint arXiv:0903.2875},
year = {2009}
}
Comments
13 pages