Generalised matricvariate T-distribution
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Publication:5233288
zbMATH Open1420.60016arXiv1402.5178MaRDI QIDQ5233288FDOQ5233288
Authors: José A. Díaz-García, R. Gutiérrez-Sánchez 
Publication date: 10 September 2019
Abstract: Assuming Kotz-Riesz type I and II distributions and their corresponding independent Riesz distributions the associated generalised matricvariate T distributions, termed matricvariate T-Riesz distributions for real normed division algebras are obtained with respect to the Lebesgue measure. In addition some of their properties are also studied.
Full work available at URL: https://arxiv.org/abs/1402.5178
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- Matricvariate and matrix multivariate \(T\) distributions and associated distributions
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- Matrix multivariate Pearson II-Riesz distribution
- Linear generalizations of various matric-t distributions
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- Matricvariate and matrix multivariate Pearson type II distributions and related distributions
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