Matrix variate Cauchy distribution

DOI10.1080/0233188031000154803zbMath1032.62047OpenAlexW2003565201MaRDI QIDQ4451271

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Publication date: 23 February 2004

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0233188031000154803

zbMATH Keywords

quadratic formStiefel manifoldtransformationsMoore-Penrose inverseCauchy distributionmatrix variateuniform distributionsangular central Gaussian distributionantipodally symmetric distribution

Mathematics Subject Classification ID

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

Cites Work

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• The distribution of matrix quotients
• The matrix angular central Gaussian distribution
• A generalization of the Wishart distribution for the elliptical model and its moments for the multivariate t model
• On the Mutual Independence of Certain Statistics
• On matric variate-T distribution
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• An algebraic derivation of the distribution of rectangular coordinates

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