A new class of matrix variate elliptically contoured distributions

DOI10.1007/BF02589230zbMath1446.62138MaRDI QIDQ3598308

T. Varga, Arjun K. Gupta

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

zbMATH Keywords

propertiesdistributioncharacteristic functionrandom matricesconditionalsmarginals

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (8)

Limitations on detecting row covariance in the presence of column covariance ⋮ LIMIT THEOREMS FOR RADIAL RANDOM WALKS ON EUCLIDEAN SPACES OF HIGH DIMENSIONS ⋮ Unnamed Item ⋮ The bias and risk functions of some Stein-rules in elliptically contoured distributions ⋮ Mixtures of Matrix-Variate Contaminated Normal Distributions ⋮ On matrix-variate Birnbaum-Saunders distributions and their estimation and application ⋮ Some Inference Problems for Matrix Variate Elliptically Contoured Distributions ⋮ An alternative proof for a version of cochran's theorem under elliptical settings

Cites Work

• On the theory of elliptically contoured distributions
• On matric variate-T distribution
• Some applications of the stochastic representation of elliptically contoured distribution
• Estimation and decision for linear systems with elliptical random processes
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