Generalised matrix multivariate $T$-distribution
Statistics Theory
2015-06-17 v2 Statistics Theory
Abstract
Supposing Kotz-Riesz type I and II distributions and their corresponding independent univariate Riesz distributions the associated generalised matrix multivariate T distributions, termed matrix multivariate T-Riesz distributions are obtained. In addition, its various properties are studied. All these results are obtained for real normed division algebras.
Keywords
Cite
@article{arxiv.1402.4520,
title = {Generalised matrix multivariate $T$-distribution},
author = {Jose A. Diaz-Garcia and Ramon Gutierrez-Sanchez},
journal= {arXiv preprint arXiv:1402.4520},
year = {2015}
}
Comments
Several properties of q_{\kappa} have been modified. arXiv admin note: substantial text overlap with arXiv:1304.5292, arXiv:1301.4525, arXiv:1211.1746. substantial text overlap with arXiv:1301.4525, arXiv:1304.5292