Integral representation of quaternion elliptical density and its applications
| 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 |