Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions

DOI10.1016/J.JMVA.2010.08.008zbMATH Open1206.62103arXiv0903.2875OpenAlexW2006573932MaRDI QIDQ608334FDOQ608334

Authors: José A. Díaz-García, Ramón Gutiérrez-Jáimez 

Publication date: 25 November 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Abstract: Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then proposed. The scale mixture of left-spherical matrix variate elliptical distributions and univariate inverted hypergeometric type distributions is also derived as a particular case of the compound distribution approach.

Full work available at URL: https://arxiv.org/abs/0903.2875

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zbMATH Keywords

elliptical distributionscompound distributionszonal polynomialsmatrix variate hypergeometric distributionsmatrix variate inverted hypergeometric distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52) Applications of hypergeometric functions (33C90)

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Cited In (5)

• Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots
• Multimatricvariate distribution under elliptical models
• Title not available (Why is that?)
• Exponential scale mixture of matrix variate Cauchy distribution
• Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions

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