The Distribution of Matrix Quotients

Cramer's inversion formula for the distribution of a quotient is generalized to matrix variates and applied to give an alternative derivation of the matrix t-distribution.

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Year of publication:	1982-07
Authors:	Phillips, Peter C.B.
Institutions:	Cowles Foundation for Research in Economics, Yale University

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Extent:	application/pdf
Series:	Cowles Foundation Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	CFP 608. Published in Journal of Multivariate Analysis (February 1985), 16(1): 157-161 The price is None Number 637 5 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005762845