Generalised matricvariate $T$-distribution

zbMath1420.60016arXiv1402.5178MaRDI QIDQ5233288

José A. Díaz-García, R. Gutiérrez-Sanchez

Publication date: 10 September 2019

Full work available at URL: https://arxiv.org/abs/1402.5178

zbMATH Keywords

complexRiesz distributionrealmatricvariatequaternion and octonion random matricesKotz-Riesz distributionreal normed division algebras\(T\)-distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05)

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