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Matricvariate and matrix multivariate T distributions and associated distributions

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  • José Díaz-García
  • Ramón Gutiérrez-Jáimez

Abstract

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

Suggested Citation

  • José Díaz-García & Ramón Gutiérrez-Jáimez, 2012. "Matricvariate and matrix multivariate T distributions and associated distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(7), pages 963-976, October.
    • Handle: RePEc:spr:metrik:v:75:y:2012:i:7:p:963-976
    DOI: 10.1007/s00184-011-0362-8
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    References listed on IDEAS

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    1. D. Kabe, 1984. "Classical statistical analysis based on a certain hypercomplex multivariate normal distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 31(1), pages 63-76, December.
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