Noncentral elliptical configuration density

  • Authors:
  • Francisco J. Caro-Lopera;José A. Díaz-García;Graciela González-Farías

  • Affiliations:
  • Department of Basic Mathematics, Centro de Investigación en Matemáticas, Callejón de Jalisco s/n, Mineral de Valenciana, 36240 Guanajuato, Guanajuato, Mexico;Universidad Autónoma Agraria Antonio Narro, Department of Statistics and Computation, 25315 Buenavista, Saltillo, Coahuila, Mexico;Department of Statistics, Centro de Investigación en Matemáticas, Callejón de Jalisco s/n, Mineral de Valenciana, 36240 Guanajuato, Guanajuato, Mexico

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2010

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Abstract

The noncentral configuration density, derived under an elliptical model, generalizes and corrects the Gaussian configuration and some Pearson results. Partition theory is then used to obtain explicit configuration densities associated with matrix variate symmetric Kotz type distributions (including the normal distribution), matrix variate Pearson type VII distributions (including t and Cauchy distributions), the matrix variate symmetric Bessel distribution (including the Laplace distribution) and the matrix variate symmetric Jensen-logistic distribution.