Matrix-variate Gauss hypergeometric distribution

DOI10.1017/S1446788712000353MaRDI QIDQ4918317zbMATH OpenFDO

Authors Arjun K. Gupta, D. K. Nagar

Publication date 24 April 2013

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

Full work available at URL https://doi.org/10.1017/S1446788712000353

zbMATH Keywords

beta distributionbeta functiongamma functioninvariant polynomialsmatrix-variatestransformationszonal polynomials

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

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Cites work

• Bessel functions of matrix argument
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• Distributions of some matrix variates and latent roots in multivariate Behrens-Fisher discriminant analysis
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• Properties of matrix variate beta type 3 distribution
• Some Non-Central Distribution Problems in Multivariate Analysis
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Cited in

(15)

• Properties of matrix variate beta type 3 distribution
• Properties of matrix variate confluent hypergeometric function distribution
• Extended matrix variate hypergeometric functions and matrix variate distributions
• A pathway to matrix-variate gamma and normal densities
• Matrix hypergeometric function and its application to computation of characteristic function of spherically symmetric distributions with phase-type amplitude
• A bimatrix variate gamma distribution
• Matrix variate Kummer-gamma distribution
• Appell's hypergeometric functions of matrix arguments
• Matrix-variate Kummer-Beta distribution
• scientific article; zbMATH DE number 5779009 (Why is no real title available?)
• Extended matrix variate gamma and beta functions
• Hypergeometric Functions of Many Matrix Variables and Distributions of Generalized Quadratic Forms
• Bimatrix variate gamma-beta distributions
• Eigenvalue distributions for some correlated complex sample covariance matrices
• Multivariate generalization of the Gauss hypergeometric distribution

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