The distribution of matrix quotients

DOI10.1016/0047-259X(85)90056-9MaRDI QIDQ762855zbMATH OpenOpenAlexFDO

Authors Peter C. B. Phillips

Publication date 1985

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

Full work available at URL https://doi.org/10.1016/0047-259x(85)90056-9

zbMATH Keywords

characteristic functionsCramér's inversion formuladistribution of matrix quotientsmatrix t-distributionmatrix variates

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

Cites work

• Bessel functions of matrix argument
• Extension of a Theorem by Harald Cramer on the Frequency Distribution of the Quotient of Two Variables
• scientific article; zbMATH DE number 3160677 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Inversion Formulae for the Distribution of Ratios
• Matricvariate Generalizations of the Multivariate t Distribution and the Inverted Multivariate t Distribution

Cited in

(11)

• Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
• The exact mean squared error of Stein-rule estimator in linear models
• Spherical matrix distributions and Cauchy quotients
• Distribution of second-order integral matrices
• LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
• An n-variate characterization of the gamma and the complex Wishart densities
• The distribution of symmetric matrix quotients.
• scientific article; zbMATH DE number 4129821 (Why is no real title available?)
• LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS
• Matrix variate Cauchy distribution
• Equidistribution of rational matrices in their conjugacy classes

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