Doubly singular matrix variate beta type I and II and singular inverted matricvariate $t$ distributions
José Antonio Díaz-García, Ramón Gutiérrez Jáimez · arXiv (Cornell University) · 2009
In this paper, the densities of the doubly singular beta type I and II distributions are found, and the joint densities of their corresponding nonzero eigenvalues are provided. As a consequence, the density function of a singular inverted matricvariate t distribution is obtained.