Singular matrix variate Birnbaum-Saunders distribution under elliptical models
Statistics Theory
2019-12-23 v1 Statistics Theory
Abstract
This work sets the matrix variate Birnbaum-Saunders theory in the context of singular distributions and elliptical models. The so termed singular matrix variate generalised Birnbaum-Saunders distribution is obtained with respect the Hausdorff measure. Several basic properties and particular cases of this distribution are also derived.
Cite
@article{arxiv.1912.09547,
title = {Singular matrix variate Birnbaum-Saunders distribution under elliptical models},
author = {José A. Díaz-García and Francisco J. Caro-Lopera},
journal= {arXiv preprint arXiv:1912.09547},
year = {2019}
}
Comments
14 pages