A new class of matrix variate elliptically contoured distributions |
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Authors: | A. K. Gupta T. Varga |
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Affiliation: | (1) Bowling Green State University, USA |
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Abstract: | Summary A new class of matrix variate elliptically contoured distributions is defined. Properties of this class of distributions are studied. Examples of distributions which belong to this class are also presented. Rose-Hulman Institute of Technology Research supported by the FRC Major Grant, Bowling Grant, Bowling Green State University. |
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Keywords: | random matrices distribution properties marginals conditionals characteristic function |
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