Compound and scale mixture of vector and spherical matrix variate elliptical distributions

Jose A. Diaz-Garcia; R. Gutierrez-Jaimez

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arXiv · 0903.2875

Compound and scale mixture of vector and spherical matrix variate elliptical distributions

Jose A. Diaz-Garcia·R. Gutierrez-Jaimez

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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.

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Jose A. Diaz-Garcia, R. Gutierrez-Jaimez. 2009-03-16. Compound and scale mixture of vector and spherical matrix variate elliptical distributions. https://arxiv.org/abs/0903.2875

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