Matricvariate and matrix multivariate T distributions and associated distributions
Several distributions are studied, simultaneously in the real, complex, quaternion and octonion cases. Specifically, these are the central, nonsingular matricvariate and matrix multivariate T and beta type II distributions and the joint density of the singular values are obtained for real normed division algebras. Copyright Springer-Verlag 2012
Volume (Year): 75 (2012)
Issue (Month): 7 (October)
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- D. Kabe, 1984. "Classical statistical analysis based on a certain hypercomplex multivariate normal distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 31(1), pages 63-76, December.
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