Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions

Authors:
José A. Díaz-García;Ramón Gutiérrez-Jáimez
Affiliations:
Universidad Autónoma Agraria Antonio Narro, Department of Statistics and Computation, 25315 Buenavista, Saltillo, Coahuila, Mexico;Department of Statistics and O.R., University of Granada, Granada 18071, Spain
Venue:
Journal of Multivariate Analysis
Year:
2011

Citing 3
Cited 0

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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.