Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146960 | Journal of Multivariate Analysis | 2011 | 10 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
José A. Díaz-García, Ramón Gutiérrez-Jáimez,