Matrix Variate Distributions

D K Nagar A K Gupta

ISBN 10: 1584880465 / ISBN 13: 9781584880462

Edité par Taylor & Francis Group, 1999

A propos de cet article

PRINT ON DEMAND pp. 384.

N° de réf. du vendeur 18620547

Détails bibliographiques

• Titre: Matrix Variate Distributions
• Éditeur: Taylor & Francis Group
• Date de parution: 1999
• Langue: anglais
• ISBN à 10 chiffres: 1584880465
• ISBN à 13 chiffres: 9781584880462
• Reliure: Couverture rigide
• État de l'article: New

A propos de ce titre

Synopsis

Useful in physics, economics, psychology, and other fields, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various statistical journals. Matrix Variate Distributions gathers and systematically presents most of the recent developments in continuous matrix variate distribution theory and includes new results.
After a review of the essential background material, the authors investigate the range of matrix variate distributions, including:

matrix variate normal distribution

Wishart distribution

Matrix variate t-distribution

Matrix variate beta distribution

F-distribution

Matrix variate Dirichlet distribution

Matrix quadratic forms
With its inclusion of new results, Matrix Variate Distributions promises to stimulate further research and help advance the field of multivariate statistical analysis.

À propos de l?auteur

A K Gupta, D K Nagar