Matrix variate Cauchy distribution

DOI10.1080/0233188031000154803MaRDI QIDQ4451271zbMATH OpenOpenAlexFDO

Authors

Publication date 23 February 2004

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/0233188031000154803

zbMATH Keywords

angular central Gaussian distributiontransformationsStiefel manifoldquadratic formMoore-Penrose inverseCauchy distributionmatrix variateuniform distributionsantipodally symmetric distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

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Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• An algebraic derivation of the distribution of rectangular coordinates
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• On matric variate-T distribution
• On the Mutual Independence of Certain Statistics
• The distribution of matrix quotients
• The matrix angular central Gaussian distribution

Cited in

(2)

• scientific article; zbMATH DE number 2013230 (Why is no real title available?)
• Exponential scale mixture of matrix variate Cauchy distribution

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