The distribution of matrix quotients (Q762855)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The distribution of matrix quotients |
scientific article; zbMATH DE number 3890537
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The distribution of matrix quotients |
scientific article; zbMATH DE number 3890537 |
Statements
The distribution of matrix quotients (English)
0 references
1985
0 references
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.
0 references
distribution of matrix quotients
0 references
characteristic functions
0 references
Cramér's inversion formula
0 references
matrix variates
0 references
matrix t-distribution
0 references
0 references
0 references
