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Matrix variate Cauchy distribution
Authors:
Rajesh R. Bandekar a;
Daya K. Nagar b
| Affiliations: | a GlaxoSmithKline, Collegeville, PA, USA |
b Departamento de Matem ticas, Universidad de Antioquia, Medell n, Colombia |
DOI:
10.1080/0233188031000154803
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 13
Formats available:
PDF
(English)
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Abstract
In this article we introduce the matrix variate Cauchy distribution. Its density function has been derived using independent random matrices having dependent normal entries. Some properties of this distribution are also studied.
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| Keywords: Angular central Gaussian distribution; Antipodally symmetric distribution; Cauchy distribution; Quadratic form; Matrix variate; Moore-Penrose inverse; Stiefel manifold; Transformation; Uniform distribution |
| view references (13) |
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