Central matricvariate and matrix multivariate T distributions
classification
🧮 math.ST
stat.TH
keywords
distributionscentralmatricvariatematrixmultivariaterealalgebrasbeta
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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.
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