Compound and scale mixture of vector and spherical matrix variate elliptical distributions
classification
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stat.TH
keywords
distributionsmatrixvariatecompoundellipticalhypergeometrictypederived
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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.
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