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Matrix Variate Two-Sided Power Distribution

Author

Listed:
  • Shokofeh Zinodiny

    (Amirkabir University of Technology)

  • Saralees Nadarajah

    (University of Manchester)

Abstract

A matrix variate generalization of the two-sided power distribution is proposed. Several properties of this distribution including probability density function, cumulative distribution function and characteristic function are derived.

Suggested Citation

  • Shokofeh Zinodiny & Saralees Nadarajah, 2022. "Matrix Variate Two-Sided Power Distribution," Methodology and Computing in Applied Probability, Springer, vol. 24(1), pages 179-194, March.
    • Handle: RePEc:spr:metcap:v:24:y:2022:i:1:d:10.1007_s11009-020-09845-3
    DOI: 10.1007/s11009-020-09845-3
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    References listed on IDEAS

    as
    1. Bulut, Y. Murat & Arslan, Olcay, 2015. "Matrix variate slash distribution," Journal of Multivariate Analysis, Elsevier, vol. 137(C), pages 173-178.
    2. Francisco J. Caro-Lopera & Graciela González-Farías & N. Balakrishnan, 2015. "The Generalized Pascal Triangle and the Matrix Variate Jensen-Logistic Distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(13), pages 2738-2752, July.
    3. Arjun K. Gupta & Daya K. Nagar & Luz Estela Sánchez, 2016. "Properties of Matrix Variate Confluent Hypergeometric Function Distribution," Journal of Probability and Statistics, Hindawi, vol. 2016, pages 1-12, February.
    4. Mathai, A.M. & Princy, T., 2017. "Multivariate and matrix-variate analogues of Maxwell–Boltzmann and Raleigh densities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 668-676.
    5. van Dorp J.R. & Kotz S., 2002. "The Standard Two-Sided Power Distribution and its Properties: With Applications in Financial Engineering," The American Statistician, American Statistical Association, vol. 56, pages 90-99, May.
    6. Arjun K. Gupta & Daya K. Nagar, 2000. "Matrix-variate beta distribution," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 24, pages 1-11, January.
    7. Daya K. Nagar & Alejandro Roldán-Correa & Arjun K. Gupta, 2016. "Matrix variate Macdonald distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(5), pages 1311-1328, March.
    8. Mariem Tounsi, 2020. "The Extended Matrix-Variate Beta Probability Distribution on Symmetric Matrices," Methodology and Computing in Applied Probability, Springer, vol. 22(2), pages 647-676, June.
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