Distribution theory of quadratic forms for matrix multivariate elliptical distribution

DOI10.1016/j.jspi.2013.03.024zbMath1278.62069OpenAlexW1988437974MaRDI QIDQ389255

José A. Díaz-García

Publication date: 20 January 2014

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.2013.03.024

zbMATH Keywords

spherical functionsquadratic formsJacobianselliptic modelsreal, complex, quaternion and octonion random matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

Related Items (2)

Expressing the largest eigenvalue of a singular beta F-matrix with heterogeneous hypergeometric functions ⋮ Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix

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