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  • Search: subject:"quaternion and octonion random matrices"
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Real 2 complex 2 quaternion and octonion random matrices 2 Beta type I and II distributions 1 Gamma distribution 1 Matricvariate 1 Nonsingular central distributions 1 Riesz distribution 1 Singular values 1 T distribution 1 Wishart distribution 1
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Díaz-García, José 2 Gutiérrez-Jáimez, Ramón 1
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Metrika 2
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RePEc 2
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On Riesz distribution
Díaz-García, José - In: Metrika 77 (2014) 4, pp. 469-481
The Riesz distribution for real normed division algebras is derived in this work. Then two versions of these distributions are proposed and some of their properties are studied. Copyright Springer-Verlag Berlin Heidelberg 2014
Persistent link: https://www.econbiz.de/10010995108
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Matricvariate and matrix multivariate T distributions and associated distributions
Díaz-García, José; Gutiérrez-Jáimez, Ramón - In: Metrika 75 (2012) 7, pp. 963-976
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...
Persistent link: https://www.econbiz.de/10010995048
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