Generalised matrix multivariate $T$-distribution

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.

Several properties of q_κ have been modified. arXiv admin note: substantial text overlap with arXiv:1304.5292, arXiv:1301.4525, arXiv:1211.1746. substantial text overlap with arXiv:1301.4525, arXiv:1304.5292

References in corpus (2)

• The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the "quotient"
• Riesz exponential families on homogeneous cones

Cited by in corpus (1)

• Generalised matrix multivariate Pearson type II-distribution