2 research outputs found

    Distributions of the 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.Matricvariate Matrix variate Scale mixture Compound distribution Elliptical distribution Matrix variate hypergeometric distributions Matrix variate inverted hypergeometric distributions Zonal polynomials
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