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Matrix-Variate $t$-Distribution with Vector of Degrees of Freedom
- Source :
- Theory of Probability & Its Applications. 59:526-531
- Publication Year :
- 2015
- Publisher :
- Society for Industrial & Applied Mathematics (SIAM), 2015.
-
Abstract
- This paper introduces matrix-variate $t$-distributions for which degree of freedom is a multivariate parameter. A relation for a density function is obtained.
- Subjects :
- Statistics and Probability
Combinatorics
Wishart distribution
Inverse-chi-squared distribution
Mathematical analysis
Matrix t-distribution
Degrees of freedom (statistics)
Matrix normal distribution
Multivariate t-distribution
Statistics, Probability and Uncertainty
Scaled inverse chi-squared distribution
Mathematics
Multivariate stable distribution
Subjects
Details
- ISSN :
- 10957219 and 0040585X
- Volume :
- 59
- Database :
- OpenAIRE
- Journal :
- Theory of Probability & Its Applications
- Accession number :
- edsair.doi...........857ba7480167842968777bbd03c792b1
- Full Text :
- https://doi.org/10.1137/s0040585x97t987284