Matrix variate Birnbaum-Saunders distribution under elliptical models
share
This paper solves the open problem for an elliptical matrix variate version of the well known univariate Birnbaum and Saunders distribution. A generalisation based on a matrix transformation, instead of the independent element by element representation, was elusive in literature since the Gaussian univariate version was proposed in 1969. New results on linear structures were needed to derived the matrix variate distribution. A number of special cases are studied and some basic properties are found.
READ FULL TEXT