Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions

José A. Díaz-García and Ramón Gutiérrez-Jáimez

Journal of Multivariate Analysis, 2011, vol. 102, issue 1, 143-152

Abstract: Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then proposed. The scale mixture of left-spherical matrix variate elliptical distributions and univariate inverted hypergeometric type distributions is also derived as a particular case of the compound distribution approach.

Keywords: Matricvariate; Matrix; variate; Scale; mixture; Compound; distribution; Elliptical; distribution; Matrix; variate; hypergeometric; distributions; Matrix; variate; inverted; hypergeometric; distributions; Zonal; polynomials (search for similar items in EconPapers)
Date: 2011
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