The Tensor t-Distribution: Introduction and Some Basic Properties

AuthorsFatemeh Yousefzadeh,seyed ali asghar tajadod
Conference Titleشانزدهمین کنفرانس آمار ایران
Holding Date of Conference2022-08-24
Event Placeبابلسر
Page number0-0
PresentationSPEECH
Conference LevelInternal Conferences

Abstract

With the rise of the big data phenomenon in recent years, data are coming in many different complex forms. In this paper, we introduce the tensor concepts and its application. Then the tensor t distribution is introduced as an extension of the matrix-variate t distribution. The basic properties such as moments, and the characteristic function, are also presented.

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tags: Stochastic representation; Tensor; Vectorial operator; Multilinear normal; Wishart distribution; Tensor variate t-distribution.