Generalised matricvariate Pearson type II- distribution

2014/07/17 by Diaz-Garcia, Jose A., Caro-Lopera, Francisco J.
#15A52 #60E55 #62E15 #FOS: Mathematics #Statistics Theory (math.ST) #secondary 60E55

paper · doi:10.48550/arxiv.1407.4551

Abstract

This paper proposes a generalisation of the Pearson type II distribution, which shall termed Pearson Type II-Riesz distribution, based in the Kotz-Riesz distribution. Specifically, the central nonsingular matricvariate generalised Pearson type II-Riesz distribution, beta-Riesz type I distributions and the joint density of the singular values for real normed division algebras are obtained.

Related

• Matricvariate and matrix multivariate Pearson type II distributions
• Generalised matricvariate T-distribution
• Generalised matrix multivariate Pearson type II-distribution
• Generalised matrix multivariate T-distribution
• Central matricvariate and matrix multivariate T distributions