Matricvariate and matrix multivariate T distributions and associated distributions |
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| Authors: | José A. Díaz-García Ramón Gutiérrez-Jáimez |
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| Affiliation: | 1. Department of Statistics and Computation, Universidad Autónoma Agraria Antonio Narro, 25315, Buenavista, Saltillo, Coahuila, Mexico
2. Department of Statistics and O. R., University of Granada, 18071, Granada, Spain
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| Abstract: | 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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