Matricvariate and matrix multivariate T distributions and associated distributions

José Díaz-García () and Ramón Gutiérrez-Jáimez ()

Metrika: International Journal for Theoretical and Applied Statistics, 2012, vol. 75, issue 7, 963-976

Abstract: Several distributions are studied, simultaneously in the real, complex, quaternion and octonion cases. Specifically, these are the central, nonsingular matricvariate and matrix multivariate T and beta type II distributions and the joint density of the singular values are obtained for real normed division algebras. Copyright Springer-Verlag 2012

Keywords: Matricvariate; Nonsingular central distributions; Singular values; Real; complex; quaternion and octonion random matrices; Beta type I and II distributions; T distribution (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s00184-011-0362-8

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