Wishart ratios with dependent structure: New members of the bimatrix beta type IV

DOI10.1016/j.laa.2011.06.007zbMath1221.62081OpenAlexW1995792624MaRDI QIDQ716438

J. J. J. Roux, Andriëtte Bekker, Mohammad Arashi

Publication date: 22 September 2011

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2011.06.007

zbMATH Keywords

Laplace transformmoment generating functioninvariant polynomialsMeijer's G-functionhypergeometric function of matrix argumentstress-strengthbimatrix variate Kummer extended beta type IV distributiongeneralized Laguerre polynomial

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of hypergeometric functions (33C90)

Related Items (max. 100)

Generalized bivariate beta distributions involving Appell's hypergeometric function of the second kind ⋮ Extended matrix variate hypergeometric functions and matrix variate distributions

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