Spherical matrix distributions and cauchy quotients

Peter Phillips

Statistics & Probability Letters, 1989, vol. 8, issue 1, 51-53

Abstract: It is shown that matrix quotients of submatrices of a spherical matrix are distributed as matrix Cauchy. This generalizes known results for scalar ratios of independent normal variates. The derivations are simple and make use of the theory of invariant measures on manifolds.

Keywords: Cauchy; quotients; invariant; measures; matrix; variates; spherical; distributions (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (5)

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Working Paper: Spherical Matrix Distributions and Cauchy Quotients (1987)
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