Matrix generalized elliptical binomial series under real normed division algebras and the central matrix variate beta distribution
Statistics Theory
2024-10-08 v1 Statistics Theory
Abstract
In this paper we provide a matrix extension of the scalar binomial series under elliptical contoured models and real normed division algebras. The classical hypergeometric series of Jack polynomials are now seen as an invariant generalized determinant with a series representation indexed by any elliptical generator function. In particular, a corollary emerges for a simple derivation of the central matrix variate beta type II distribution under elliptically contoured models in the unified real, complex, quaternions and octonions.
Keywords
Cite
@article{arxiv.2410.04023,
title = {Matrix generalized elliptical binomial series under real normed division algebras and the central matrix variate beta distribution},
author = {Francisco J. Caro-Lopera and José A. Díaz-García},
journal= {arXiv preprint arXiv:2410.04023},
year = {2024}
}