Exponential scale mixture of matrix variate Cauchy distribution

DOI10.1090/S0002-9939-2010-10568-3zbMath1211.62087MaRDI QIDQ2997208

Arjun K. Gupta, Amadou Sarr

Publication date: 6 May 2011

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

exponential distributionstochastic representationWhittaker's functionscale mixture distributionMeijer's functionmatrix variate Cauchy

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characteristic functions; other transforms (60E10)

Related Items (1)

A GENERALIZED WISHART DISTRIBUTION: MATRIX VARIATE VARMA TRANSFORM

Cites Work

• A multivariate and asymmetric generalization of Laplace distribution
• Handbook of Statistical Distributions with Applications
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