Article ID Journal Published Year Pages File Type
1146960 Journal of Multivariate Analysis 2011 10 Pages PDF
Abstract

Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then proposed. The scale mixture of left-spherical matrix variate elliptical distributions and univariate inverted hypergeometric type distributions is also derived as a particular case of the compound distribution approach.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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