Back to Search Start Over

Matrix variate pareto distributions

Authors :
Saralees Nadarajah
S. Zinodiny
Source :
Mathematica Slovaca. 71:475-490
Publication Year :
2021
Publisher :
Walter de Gruyter GmbH, 2021.

Abstract

Matrix variate generalizations of Pareto distributions are proposed. Several properties of these distributions including cumulative distribution functions, characteristic functions and relationship to matrix variate beta type I and matrix variate type II distributions are studied.

Details

ISSN :
13372211 and 01399918
Volume :
71
Database :
OpenAIRE
Journal :
Mathematica Slovaca
Accession number :
edsair.doi...........2fd42a20be2f68ceb53b5918016f2bd6