Title: Some matrix-variate distribution theory: Notational considerations and a Bayesian application
Abstract:We introduce and justify a convenient notation for certain matrix-variate distributions which, by its emphasis on the important underlying parameters, and the theory on which it is based, eases greatl...We introduce and justify a convenient notation for certain matrix-variate distributions which, by its emphasis on the important underlying parameters, and the theory on which it is based, eases greatly the task of manipulating such distributions. Important examples include the matrix-variate normal, t, F and beta, and the Wishart and inverse Wishart distributions. The theory is applied to compound matrix distributions and to Bayesian prediction in the multivariate linear model.Read More
Publication Year: 1981
Publication Date: 1981-01-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 417
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