Title : ( Integral Representation of Quaternion Elliptical Density and its Applications )
Authors: Mohammad Arashi , A. BEKKER , M. T. LOOTS , J. J. J. ROUX ,
دانلود فایل برای اعضای دانشگاهAccess to full-text not allowed by authors
Abstract
In this article, an integral representation for the density of a matrix variate quaternion elliptical distribution is proposed. To this end, a weight function is used, based on the inverse Laplace transform of a function of a Hermitian quaternion matrix. Examples of well-known members of the family of quaternion elliptical distributions are given as well as their respective weight functions. It is shown that under some conditions, the proposed formula can be applied for the scale mixture of quaternion normal models. Applications of the proposed method are also given.
Keywords
Characteristic function; Eigenvalues; Generalized quaternion Wishart; Isomorphism; Matrix variate quaternion elliptical distribution
@article{paperid:1082646,
author = {Arashi, Mohammad and A. BEKKER and M. T. LOOTS and J. J. J. ROUX},
title = {Integral Representation of Quaternion Elliptical Density and its Applications},
journal = {Communications in Statistics - Theory and Methods},
year = {2015},
volume = {44},
number = {4},
month = {February},
issn = {0361-0926},
pages = {778--789},
numpages = {11},
keywords = {Characteristic function; Eigenvalues; Generalized quaternion Wishart; Isomorphism; Matrix variate quaternion elliptical distribution},
}
%0 Journal Article
%T Integral Representation of Quaternion Elliptical Density and its Applications
%A Arashi, Mohammad
%A A. BEKKER
%A M. T. LOOTS
%A J. J. J. ROUX
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2015
