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Central matricvariate and matrix multivariate T distributions
Published 23 Nov 2010 in math.ST and stat.TH | (1011.5087v1)
Abstract: Several distributions are studied, simultaneously in the real, complex, quaternion and octonion cases. Specifically, these are the central, nonsingular matricvariate and matrix multivariate T and beta type II distributions and the joint density of the singular values are obtained for real normed division algebras.
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