Spherical matrix distributions and Cauchy quotients
type: Item
instance of: scholarly article
title: Spherical matrix distributions and Cauchy quotients
zbMATH Open document ID: 0667.62035
DOI: 10.1016/0167-7152(89)90082-5
published in: Statistics \& Probability Letters
publication date: 1989-01-01T00:00:00Z
full work available at URL: d0823.pdf
review text: It is shown that matrix quotients of submatrices of a spherical matrix are distributed as matrix Cauchy. This generalizes known results for scalar ratios of independent normal variates. The derivations are simple and make use of the theory of invariant measures on manifolds.
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 4092579
zbMATH Keywords: Cauchy quotients
zbMATH Keywords: matrix variates
zbMATH Keywords: spherical distributions
zbMATH Keywords: matrix quotients of submatrices
zbMATH Keywords: spherical matrix
zbMATH Keywords: matrix Cauchy
zbMATH Keywords: scalar ratios of independent normal variates
zbMATH Keywords: invariant measures on manifolds
author: Peter C. B. Phillips
MaRDI profile type: Publication
OpenAlex ID: W2002708434
cites work: Q4757974
cites work: Q4147471
cites work: Some matrix-variate distribution theory: Notational considerations and a Bayesian application
cites work: Normal Multivariate Analysis and the Orthogonal Group
cites work: Q3219581
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description: scientific article; zbMATH DE number 4092579