The distribution of matrix quotients (Q762855): Difference between revisions
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Property / cites work: Q5842591 / rank | |||
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Property / cites work: Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution / rank | |||
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Property / cites work: Extension of a Theorem by Harald Cramer on the Frequency Distribution of the Quotient of Two Variables / rank | |||
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Property / cites work: Inversion Formulae for the Distribution of Ratios / rank | |||
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Property / cites work: Bessel functions of matrix argument / rank | |||
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Property / cites work: Q3278657 / rank | |||
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Latest revision as of 17:01, 14 June 2024
scientific article
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English | The distribution of matrix quotients |
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The distribution of matrix quotients (English)
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1985
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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.
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distribution of matrix quotients
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characteristic functions
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Cramér's inversion formula
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matrix variates
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matrix t-distribution
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