Generalised matricvariate $T$-distribution

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.

Several properties of q_κ have been modified and their consequences in the manuscript. arXiv admin note: substantial text overlap with arXiv:1402.4520, arXiv:1304.5292, arXiv:1301.4525, arXiv:1211.1746. substantial text overlap with arXiv:1402.4520, arXiv:1301.4525, arXiv:1304.5292

References in corpus (2)

• The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the "quotient"
• Generalised matricvariate Pearson type II- distribution