Central matricvariate and matrix multivariate T distributions
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.
- Publication:
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arXiv e-prints
- Pub Date:
- November 2010
- DOI:
- arXiv:
- arXiv:1011.5087
- Bibcode:
- 2010arXiv1011.5087D
- Keywords:
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- Mathematics - Statistics Theory
- E-Print:
- 13 pages