Singular matrix variate Birnbaum-Saunders distribution under elliptical models
Jos\'e A. D\'iaz-Garc\'ia, Francisco J. Caro-Lopera
TL;DR
This paper develops a new singular matrix variate Birnbaum-Saunders distribution within elliptical models, extending the theory to singular cases and deriving key properties and special cases.
Contribution
It introduces the singular matrix variate generalised Birnbaum-Saunders distribution under elliptical models, expanding the distribution's theoretical framework.
Findings
Derived the distribution with respect to Hausdorff measure
Established basic properties of the distribution
Identified particular cases of the distribution
Abstract
This work sets the matrix variate Birnbaum-Saunders theory in the context of singular distributions and elliptical models. The so termed singular matrix variate generalised Birnbaum-Saunders distribution is obtained with respect the Hausdorff measure. Several basic properties and particular cases of this distribution are also derived.
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