Wishart and Pseudo-Wishart distributions under elliptical laws and related distributions in the shape theory context |
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| Institution: | 1. Department of Statistics and Computation, Universidad Autónoma Agraria Antonio Narro, 25315 Buenavista, Saltillo, Coahuila, México;2. Department of Statistics and O.R., University of Granada, Granada 18071, Spain;1. University of Oulu, Chemical Process Engineering, Faculty of Technology, P.O. Box 4300, FI-90014 University of Oulu, Finland;2. University of Oulu, Control Engineering, P.O. Box 4300, FI-90014 University of Oulu, Finland |
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| Abstract: | In this paper, we determine the density of a singular elliptically contoured matrix. From this, the study of Wishart and Pseudo-Wishart distributions, whether central or noncentral, whether singular or nonsingular, is extended to the case of elliptical models. Some elated distributions are studied in the context of shape theory. Particular attention is paid to singular size-and-shape and size-and-shape cone densities. |
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