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

DOI10.1016/J.JMVA.2010.08.008MaRDI QIDQ608334zbMATH OpenOpenAlexFDO

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

Publication date 25 November 2010

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

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

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)

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.

Recommendations

• Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions
• scientific article; zbMATH DE number 954498
• A new class of matrix variate elliptically contoured distributions
• Multimatricvariate distribution under elliptical models
• A new class of multivariate \(t\)-type distributions

Cites work

• scientific article; zbMATH DE number 417563 (Why is no real title available?)
• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
• scientific article; zbMATH DE number 3822927 (Why is no real title available?)
• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• scientific article; zbMATH DE number 44885 (Why is no real title available?)
• scientific article; zbMATH DE number 48335 (Why is no real title available?)
• scientific article; zbMATH DE number 1010456 (Why is no real title available?)
• scientific article; zbMATH DE number 3444637 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• scientific article; zbMATH DE number 3356037 (Why is no real title available?)
• A new class of multivariate distributions: scale mixture of Kotz-type distributions
• Bayes prediction in the linear model with spherically symmetric errors
• Bayesian statistical inference on elliptical matrix distributions
• Bessel functions of matrix argument
• Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• Noncentral elliptical configuration density
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• On a generalized hypergeomet ic distribution
• Special Functions of Matrix Argument. I: Algebraic Induction, Zonal Polynomials, and Hypergeometric Functions

Cited in

(5)

• scientific article; zbMATH DE number 954498 (Why is no real title available?)
• Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions
• Exponential scale mixture of matrix variate Cauchy distribution
• Multimatricvariate distribution under elliptical models
• Matrix-variate distribution theory under elliptical models-4: joint distribution of latent roots of covariance matrix and the largest and smallest latent roots

This page was built for publication: Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q608334)