On matric variate-T distribution

DOI10.1080/03610928508828985zbMath0577.62045OpenAlexW2119049734MaRDI QIDQ3698085

Arjun K. Gupta, W. R. Javier

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508828985

zbMATH Keywords

zonal polynomialsF-densitiesfactorization of the densitymatric variate-\(t\) distributionmatrix random variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Quadratic and bilinear forms, inner products (15A63)

Related Items (6)

Multitude of multivariatet-distributions ⋮ Invariant Polynomials and Related Tests ⋮ A new class of matrix variate elliptically contoured distributions ⋮ Unnamed Item ⋮ Matrix variate Cauchy distribution ⋮ Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood

This page was built for publication: On matric variate-T distribution