Matricvariate and matrix multivariate \(T\) distributions and associated distributions

DOI10.1007/s00184-011-0362-8zbMath1410.62022arXiv1011.5087OpenAlexW2092744553MaRDI QIDQ715506

José A. Díaz-García, Ramón Gutiérrez-Jáimez

Publication date: 29 October 2012

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.5087

zbMATH Keywords

singular valuesreal, complex, quaternion and octonion random matrices\(T\) distributionbeta type I and II distributionsmatricvariatenonsingular central distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15)

Related Items (3)

Lyapunov exponents for some isotropic random matrix ensembles ⋮ Sufficient ensemble size for random matrix theory-based handling of singular covariance matrices ⋮ On Riesz distribution

Cites Work

• On Wishart distribution: some extensions
• Multivariate aspects of shape theory
• Bessel functions of matrix argument
• Classical statistical analysis based on a certain hypercomplex multivariate normal distribution
• Singular matric and matrix variate \(t\) distributions
• Complex elliptical distributions with application to shape analysis
• The distribution of the residual from a general elliptical multivariate linear model
• Complex random matrices and Rician channel capacity
• Random matrix theory
• The octonions
• Multivariate T-Distributions and Their Applications
• Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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