Generalised matricvariate $T$-distribution
Statistics Theory
2015-06-17 v2 Statistics Theory
Abstract
Assuming Kotz-Riesz type I and II distributions and their corresponding independent Riesz distributions the associated generalised matricvariate T distributions, termed matricvariate T-Riesz distributions for real normed division algebras are obtained with respect to the Lebesgue measure. In addition some of their properties are also studied.
Keywords
Cite
@article{arxiv.1402.5178,
title = {Generalised matricvariate $T$-distribution},
author = {Jose A. Diaz-Garcia and Ramon Gutierrez-Sanchez},
journal= {arXiv preprint arXiv:1402.5178},
year = {2015}
}
Comments
Several properties of q_{\kappa} have been modified and their consequences in the manuscript. arXiv admin note: substantial text overlap with arXiv:1402.4520, arXiv:1304.5292, arXiv:1301.4525, arXiv:1211.1746. substantial text overlap with arXiv:1402.4520, arXiv:1301.4525, arXiv:1304.5292