Doubly singular matrix variate beta type I and II and singular inverted matricvariate t distributions

2009/04/14 by José A. Díaz‐García, Diaz-Garcia, J. A., Ramón Gutiérrez Jáimez +1 · 1 citation
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Mathematical Approximation and Integration #Mathematical Inequalities and Applications #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.0904.2147

openalex publication_date 2009/04/14 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, the densities of the doubly singular beta type I and II distributions are found, and the joint densities of their corresponding nonzero eigenvalues are provided. As a consequence, the density function of a singular inverted matricvariate t distribution is obtained.

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• Central matricvariate and matrix multivariate T distributions

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