Work

Generalised matrix multivariate $T$-distribution

Year: 2014

Type: preprint

Abstract: Supposing Kotz-Riesz type I and II distributions and their corresponding independent univariate Riesz distributions the associated generalised matrix multivariate T distributions, termed matrix multivariate T-Riesz distributions are obtained. In addition, its various properties are studied. All these results are obtained for real normed division algebras.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1402.4520

Authors: Diaz-Garcia, Jose A., Gutierrez-Sanchez, Ramon

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2106789113

Cites: 26

Cited by: 1

Related to: 10