Elliptical affine shape distributions for real normed division algebras

DOI10.1016/j.jmva.2015.11.003zbMath1360.62257OpenAlexW2222552266MaRDI QIDQ901285

Francisco J. Caro-Lopera, José A. Díaz-García

Publication date: 23 December 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.11.003

zbMATH Keywords

JacobiansJack polynomialsgeneralised hypergeometric functionselliptical distributionreal, complex, quaternion and octonion random matricesaffine shape

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Theory of matrix inversion and generalized inverses (15A09) Random matrices (algebraic aspects) (15B52) Nonassociative division algebras (17A35)

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