The distribution of matrix quotients

DOI10.1016/0047-259X(85)90056-9zbMath0558.62045MaRDI QIDQ762855

Peter C. B. Phillips

Publication date: 1985

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

zbMATH Keywords

characteristic functions; Cramér's inversion formula; distribution of matrix quotients; matrix t-distribution; matrix variates

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E15: Exact distribution theory in statistics

60E10: Characteristic functions; other transforms

Related Items

Matrix variate Cauchy distribution, LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS, Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood, The exact mean squared error of Stein-rule estimator in linear models, An \(n\)-variate characterization of the gamma and the complex Wishart densities, The distribution of symmetric matrix quotients., LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS

Cites Work

• Unnamed Item
• Unnamed Item
• Bessel functions of matrix argument
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• Inversion Formulae for the Distribution of Ratios
• Extension of a Theorem by Harald Cramer on the Frequency Distribution of the Quotient of Two Variables