Integral representation of quaternion elliptical density and its applications

Arashi, Mohammad; Bekker, Andriette, 1958-; Loots, Mattheus Theodor; Roux, Jacobus J.J.

dc.contributor.author	Arashi, Mohammad
dc.contributor.author	Bekker, Andriette, 1958-
dc.contributor.author	Loots, Mattheus Theodor
dc.contributor.author	Roux, Jacobus J.J.
dc.date.accessioned	2015-05-21T09:50:55Z
dc.date.available	2015-05-21T09:50:55Z
dc.date.issued	2015-04
dc.description.abstract	In this paper, an integral representation for the density of a matrix variate quaternion elliptical distribution is proposed. To this end, a weight func- tion 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.	en_ZA
dc.description.embargo	2016-04-30	en_ZA
dc.description.librarian	hb2015	en_ZA
dc.description.sponsorship	StatDisT group. This work is based upon research supported by the National Research Foundation Grant(Re:2007043000003) and the UP Vice-chancellor's post-doctoral fellowship programme.	en_ZA
dc.description.uri	http://www.tandfonline.com/loi/lsta20	en_ZA
dc.identifier.citation	M. Arashi, A. Bekker, M. T. Loots & J. J. J. Roux (2015) Integral Representation of Quaternion Elliptical Density and its Applications, Communications in Statistics - Theory and Methods,44:4, 778-789, DOI: 10.1080/03610926.2012.753089	en_ZA
dc.identifier.issn	0361-0926 (print)
dc.identifier.issn	1532-415X (online)
dc.identifier.other	10.1080/03610926.2012.753089
dc.identifier.uri	http://hdl.handle.net/2263/45225
dc.language.iso	en	en_ZA
dc.publisher	Routledge	en_ZA
dc.rights	© Taylor and Francis. This is an electronic version of an article published in Communications in Statistics Theory and Methods , vol. 44, no. 4, pp. 778-789, 2015. doi : 10.1080/03610926.2012.753089. Communications in Statistics Theory and Methods is available online at : http://www.tandfonline.comloi/lsta20	en_ZA
dc.subject	Characteristic function	en_ZA
dc.subject	Eigenvalues	en_ZA
dc.subject	Generalized quaternion wishart	en_ZA
dc.subject	Isomorphism	en_ZA
dc.subject	Matrix variate quaternion elliptical distribution	en_ZA
dc.title	Integral representation of quaternion elliptical density and its applications	en_ZA
dc.type	Postprint Article	en_ZA