Compound and scale mixture of vector and spherical matrix variate elliptical distributions

2009/03/16 by Diaz-Garcia, Jose A., Gutierrez-Jaimez, R.
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.0903.2875

Abstract

Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then proposed. The scale mixture of left-spherical matrix variate elliptical distributions and univariate inverted hypergeometric type distributions is also derived as a particular case of the compound distribution approach.

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