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

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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.
13 pages

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Statistics Theory

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http://salesiana.dossiersoluciones.com/handle/123456789/223511

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0903.2875
 http://arxiv.org/abs/0903.2875

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arXiv