Distributions of the compound and scale mixture of vector and spherical matrix variate elliptical distributions |
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| Authors: | José A. Dí az-Garcí a,Ramó n Gutié rrez-Já imez |
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| Affiliation: | a Universidad Autónoma Agraria Antonio Narro, Department of Statistics and Computation, 25315 Buenavista, Saltillo, Coahuila, Mexicob Department of Statistics and O.R., University of Granada, Granada 18071, Spain |
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| Abstract: | 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. |
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| Keywords: | 62E15 60E05 |
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