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arxiv: 1402.4520 · v2 · pith:A5PCYQ4Znew · submitted 2014-02-18 · 🧮 math.ST · stat.TH

Generalised matrix multivariate T-distribution

classification 🧮 math.ST stat.TH
keywords distributionsmatrixmultivariategeneralisedobtainedadditionalgebrasassociated
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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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