The distribution of matrix quotients

Peter Phillips

Journal of Multivariate Analysis, 1985, vol. 16, issue 1, 157-161

Abstract: Cramér's inversion formula for the distribution of a quotient is generalized to matrix variates and applied to give an alternative derivation of the matrix t-distribution.

Keywords: matrix; variates; characteristic; functions; matrix; t-distribution (search for similar items in EconPapers)
Date: 1985
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Citations: View citations in EconPapers (2)

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Related works:
Working Paper: The Distribution of Matrix Quotients (1982)
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