Matrix-Variate t-Distribution with Vector of Degrees of Freedom

DOI10.1137/S0040585X97T987284MaRDI QIDQ2944453zbMATH OpenOpenAlexFDO

Authors A. S. Shvedov

Publication date 2 September 2015

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t987284

zbMATH Keywords

distribution densitymatrix-variate \(t\)-distribution

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Multivariate distribution of statistics (62H10)

Cites work

• A class of integral identities with matrix argument
• A generalization of some integral identities due to Ingham and Siegel
• Distributions Connected with a Multivariate Beta Statistic
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• scientific article; zbMATH DE number 3204642 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• Multivariate T-Distributions and Their Applications

Cited in

(3)

• Matrix variate Pareto distributions
• Matrix variate two-sided power distribution
• Generalised matricvariate T-distribution

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