IDEAS home Printed from https://ideas.repec.org/p/cwl/cwldpp/637.html
   My bibliography  Save this paper

The Distribution of Matrix Quotients

Author

Abstract

Cramer's inversion formula for the distribution of a quotient is generalized to matrix variates and applied to give an alternative derivation of the matrix t-distribution.

Suggested Citation

  • Peter C.B. Phillips, 1982. "The Distribution of Matrix Quotients," Cowles Foundation Discussion Papers 637, Cowles Foundation for Research in Economics, Yale University.
    • Handle: RePEc:cwl:cwldpp:637
    Note: CFP 608.
    as

    Download full text from publisher

    File URL: https://cowles.yale.edu/sites/default/files/files/pub/d06/d0637.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ando, Tomohiro, 2009. "Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1717-1726, September.
    2. Gupta, A. K. & Kabe, D. G., 2003. "The distribution of symmetric matrix quotients," Journal of Multivariate Analysis, Elsevier, vol. 87(2), pages 413-417, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cwl:cwldpp:637. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Brittany Ladd (email available below). General contact details of provider: https://edirc.repec.org/data/cowleus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.