Doubly noncentral singular matrix variate beta distributions
In this paper, we determine the density functions of doubly noncentral singular matrix variate beta type I and II distributions.
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Publications and source records attributed to R. Gutierrez-Jaimez.
In this paper, we determine the density functions of doubly noncentral singular matrix variate beta type I and II distributions.
In this paper, the densities of the doubly singular beta type I and II distributions are found, and the joint densities of their corresponding nonzero eigenvalues are provided. As a consequence, the density function of a singular inverted matricvariate t distribution is obtained.
In this paper, we extend the study of bivariate generalised beta type I and II distributions to the matrix variate case.
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.