The distribution of matrix quotients
DOI10.1016/0047-259X(85)90056-9zbMATH Open0558.62045OpenAlexW2083399538MaRDI QIDQ762855FDOQ762855
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
characteristic functions[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Cram%EF%BF%BD%EF%BF%BDr%27s+inversion+formula&go=Go Cram��r's inversion formula]distribution of matrix quotientsmatrix t-distributionmatrix variates
Characteristic functions; other transforms (60E10) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)
Cites Work
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- Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
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- Bessel functions of matrix argument
- Inversion Formulae for the Distribution of Ratios
- Extension of a Theorem by Harald Cramer on the Frequency Distribution of the Quotient of Two Variables
Cited In (11)
- Matrix variate Cauchy distribution
- The distribution of symmetric matrix quotients.
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
- LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS
- Spherical matrix distributions and Cauchy quotients
- Distribution of second-order integral matrices
- An \(n\)-variate characterization of the gamma and the complex Wishart densities
- The exact mean squared error of Stein-rule estimator in linear models
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
- Equidistribution of rational matrices in their conjugacy classes
- Title not available (Why is that?)
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