Singular matric and matrix variate \(t\) distributions

DOI10.1016/j.jspi.2008.11.001zbMath1168.62344OpenAlexW2050021970MaRDI QIDQ1015888

Ramón Gutiérrez-Jáimez, José A. Díaz-García

Publication date: 30 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.11.001

zbMATH Keywords

singular distributionexternally Studentised residualmatrix variate \(t\) distributionmatrix-variate \(t\) distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random matrices (algebraic aspects) (15B52)

Related Items (4)

On singular elliptical models ⋮ Matricvariate and matrix multivariate \(T\) distributions and associated distributions ⋮ Doubly singular matrix variate beta type I and II and singular inverted matricvariate \(t\) distributions ⋮ Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions

Cites Work

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• Multivariate T-Distributions and Their Applications
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• Asymptotic Distributions of Some Multivariate Tests

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