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Generalised matrix multivariate Pearson type II-distribution

2015/06/24 by José A. Díaz‐García, Diaz-Garcia, Jose A., Ramón Gutiérrez‐Sánchez +1
Mathematics · Computer Science · #Mathematical functions and polynomials #Statistical Distribution Estimation and Applications #Bayesian Methods and Mixture Models

paper · pdf · doi:10.48550/arxiv.1506.07509

Abstract

Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I is derived. Also the singular values and eigenvalues distributions are obtained.

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