Abstract
Using Greenacre’s definition of the symmetrised density function, in this paper, we propose an alternative approach to find the corresponding nonsymmetrised density function of doubly noncentral singular matrix variate beta type I and II distributions. As particular cases we obtain the noncentral singular matrix variate beta type I and II distributions.
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Díaz-García, J.A., Gutiérrez-Jáimez, R. Doubly Noncentral Singular Matrix Variate Beta Distributions. J Stat Theory Pract 4, 421–431 (2010). https://doi.org/10.1080/15598608.2010.10411995
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DOI: https://doi.org/10.1080/15598608.2010.10411995