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Cauchy quotients 1 invariant measures 1 matrix variates 1 spherical distributions 1
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Free 1
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Book / Working Paper 1
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English 1
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Phillips, Peter C.B. 1
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Cowles Foundation for Research in Economics, Yale University 1
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Cowles Foundation Discussion Papers 1
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Did you mean: subject:"matrix variate" (21 results)
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Spherical Matrix Distributions and Cauchy Quotients
Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1987
It is shown that matrix quotients of submatrices of a spherical matrix are distributed as matrix Cauchy. This generalizes known results for scalar ratios of independent normal variates. The derivations are simple and make use of the theory of invariant measures on manifolds.
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