Integral Representation of Quaternion Elliptical Density and its Applications

M. Arashi, A. Bekker, M. T. Loots and J. J. J. Roux

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 4, 778-789

Abstract: In this article, an integral representation for the density of a matrix variate quaternion elliptical distribution is proposed. To this end, a weight function is used, based on the inverse Laplace transform of a function of a Hermitian quaternion matrix. Examples of well-known members of the family of quaternion elliptical distributions are given as well as their respective weight functions. It is shown that under some conditions, the proposed formula can be applied for the scale mixture of quaternion normal models. Applications of the proposed method are also given.

Date: 2015
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2012.753089 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:44:y:2015:i:4:p:778-789

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2012.753089

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().