Spherical matrix distributions and Cauchy quotients (Q1117638)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spherical matrix distributions and Cauchy quotients |
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Spherical matrix distributions and Cauchy quotients (English)
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1989
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It is shown that matrix quotients of submatrices of a spherical matrix are distributed as matrix Cauchy. This generalizes known results for scalar ratios of independent normal variates. The derivations are simple and make use of the theory of invariant measures on manifolds.
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Cauchy quotients
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matrix variates
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spherical distributions
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matrix quotients of submatrices
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spherical matrix
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matrix Cauchy
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scalar ratios of independent normal variates
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invariant measures on manifolds
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