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arXiv · 1912.09547

Singular matrix variate Birnbaum-Saunders distribution under elliptical models

José A. Díaz-García·Francisco J. Caro-Lopera
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Abstract

This work sets the matrix variate Birnbaum-Saunders theory in the context of singular distributions and elliptical models. The so termed singular matrix variate generalised Birnbaum-Saunders distribution is obtained with respect the Hausdorff measure. Several basic properties and particular cases of this distribution are also derived.

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José A. Díaz-García, Francisco J. Caro-Lopera. 2019-12-19. Singular matrix variate Birnbaum-Saunders distribution under elliptical models. https://arxiv.org/abs/1912.09547

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