Matrix-variate Kummer-Beta distribution

DOI10.1017/S1446788700008442zbMath0999.62038MaRDI QIDQ3148254

Arjun K. Gupta, Daya K. Nagar

Publication date: 3 December 2002

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

zbMATH Keywords

transformationsinvariant polynomialszonal polynomialsconfluent hypergeometric functionsmatrix variatesKummer-beta distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15)

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Cites Work

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• Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
• Distributions of some matrix variates and latent roots in multivariate Behrens-Fisher discriminant analysis
• Computationally convenient distributional assumptions for common-value auctions
• A Bayesian analysis of a queueing system with unlimited service
• Matrix-variate beta distribution
• On generalized matric variate beta distributions
• Some Non-Central Distribution Problems in Multivariate Analysis

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