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arXiv · 1402.5178

Generalised matricvariate $T$-distribution

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

Assuming Kotz-Riesz type I and II distributions and their corresponding independent Riesz distributions the associated generalised matricvariate T distributions, termed matricvariate T-Riesz distributions for real normed division algebras are obtained with respect to the Lebesgue measure. In addition some of their properties are also studied.

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Jose A. Diaz-Garcia, Ramon Gutierrez-Sanchez. 2015-06-16. Generalised matricvariate $T$-distribution. https://arxiv.org/abs/1402.5178

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