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arXiv · 1402.4520

Generalised matrix multivariate $T$-distribution

Jose A. Diaz-Garcia·Ramon Gutierrez-Sanchez
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Abstract

Supposing Kotz-Riesz type I and II distributions and their corresponding independent univariate Riesz distributions the associated generalised matrix multivariate T distributions, termed matrix multivariate T-Riesz distributions are obtained. In addition, its various properties are studied. All these results are obtained for real normed division algebras.

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Jose A. Diaz-Garcia, Ramon Gutierrez-Sanchez. 2015-06-16. Generalised matrix multivariate $T$-distribution. https://arxiv.org/abs/1402.4520

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