Abstract:The following sections are included:IntroductionSquare Random MatricesRectangular Random MatricesNormal Matrix VariatePropertiesDerived matrix distributionsFrom the Normal to the Gamma Family of Distr...The following sections are included:IntroductionSquare Random MatricesRectangular Random MatricesNormal Matrix VariatePropertiesDerived matrix distributionsFrom the Normal to the Gamma Family of DistributionsThe Wishart DistributionIts entries distributionCharacteristic functionAdditivityThe diagonal submatrices of a Wishart matrixDistributions of some ratiosBartlett decompositionDeterminant distributionLatent roots of a Wishart matrixThe Generalized VarianceExpression of the generalized varianceExpression of the density of the sample generalized varianceEstimation of |Σ|Numerical illustrationThe Matrix Variate Gamma DistributionThe Central Matrix Variate Beta DistributionsEntries distributionsDeterminant distributionLatent roots distributionsDecomposition of a beta matrix variateWilks’s distributionsConclusionBibliographyRead More
Publication Year: 2021
Publication Date: 2021-05-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
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Cited By Count: 441
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