Matricvariate and matrix multivariate T distributions and associated distributions

Several distributions are studied, simultaneously in the real, complex, quaternion and octonion cases. Specifically, these are the central, nonsingular matricvariate and matrix multivariate T and beta type II distributions and the joint density of the singular values are obtained for real normed division algebras. Copyright Springer-Verlag 2012

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Year of publication:	2012
Authors:	Díaz-García, José ; Gutiérrez-Jáimez, Ramón
Published in:	Metrika. - Springer. - Vol. 75.2012, 7, p. 963-976
Publisher:	Springer
Subject:	Matricvariate \| Nonsingular central distributions \| Singular values \| Real \| complex \| quaternion and octonion random matrices \| Beta type I and II distributions \| T distribution

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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