Doubly singular matrix variate beta type I and II and singular inverted matricvariate $t$ distributions
Statistics Theory
2009-04-15 v1 Statistics Theory
Abstract
In this paper, the densities of the doubly singular beta type I and II distributions are found, and the joint densities of their corresponding nonzero eigenvalues are provided. As a consequence, the density function of a singular inverted matricvariate t distribution is obtained.
Keywords
Cite
@article{arxiv.0904.2147,
title = {Doubly singular matrix variate beta type I and II and singular inverted matricvariate $t$ distributions},
author = {J. A. Diaz-Garcia and R. Gutierrez-Jaimez},
journal= {arXiv preprint arXiv:0904.2147},
year = {2009}
}