Exponential scale mixture of matrix variate Cauchy distribution

DOI10.1090/S0002-9939-2010-10568-3MaRDI QIDQ2997208zbMATH OpenFDO

Authors Amadou Sarr, Arjun K. Gupta

Publication date 6 May 2011

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0002-9939-2010-10568-3

zbMATH Keywords

exponential distributionmatrix variate CauchyMeijer's functionscale mixture distributionstochastic representationWhittaker's function

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12)

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Cites work

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Cited in

(2)

• Matrix variate Cauchy distribution
• A GENERALIZED WISHART DISTRIBUTION: MATRIX VARIATE VARMA TRANSFORM

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