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Matrix variate pareto distributions

  • Shokofeh Zinodiny und Saralees Nadarajah EMAIL logo
Veröffentlicht/Copyright: 14. April 2021
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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.

MSC 2010: Primary 62E99
  1. (Communicated by Gejza Wimmer)

Acknowledgement

The authors would like to thank the Editor and the referee for careful reading and comments which greatly improved the paper.

References

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Received: 2020-02-23
Accepted: 2020-06-16
Published Online: 2021-04-14
Published in Print: 2021-04-27

© 2021 Mathematical Institute Slovak Academy of Sciences

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