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arXiv 0903.2875math.STstat.TH
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矢量和球形矩阵变量椭圆分布的复合和尺度混合

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

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

摘要:

导出了几个矩阵变量超几何型分布。然后提出了左球矩阵变量椭圆分布和带矩阵变量的逆超几何型分布的复合分布。左球矩阵变量椭圆分布和单变量倒超几何型分布的尺度混合也是复合分布方法的一个特例。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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