Title of article
Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions
Author/Authors
Dيaz-Garcيa، نويسنده , , José A. and Gutiérrez-Jلimez، نويسنده , , Ramَn، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2011
Pages
10
From page
143
To page
152
Abstract
Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then proposed. The scale mixture of left-spherical matrix variate elliptical distributions and univariate inverted hypergeometric type distributions is also derived as a particular case of the compound distribution approach.
Keywords
Elliptical distribution , Matrix variate inverted hypergeometric distributions , Zonal polynomials , Matrix variate hypergeometric distributions , Matricvariate , Matrix variate , scale mixture , Compound distribution
Journal title
Journal of Multivariate Analysis
Serial Year
2011
Journal title
Journal of Multivariate Analysis
Record number
1565537
Link To Document