Extended matrix variate gamma and beta functions (Q391859): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 4 users not shown) | |||
Property / review text | |||
The paper presents preliminaries involving functions of an matrix argument in order to prepare an apparatus for a matrix variate distribution theory. As an illustration the probability density function of the sum in Theorem 6.1 is found. In Theorem 6.2 the expected value involving two independent random matrices is derived. Readers should take into account the authors' text in [\textit{A. K. Gupta} and \textit{D. K. Nagar}, Matrix variate distributions. Chapman \& Hall/CRC Monographs and Surveys in Pure and Applied Mathematics. 104. Boca Raton, FL: CRC Press. (2000; Zbl 0935.62064)] for completeness. | |||
Property / review text: The paper presents preliminaries involving functions of an matrix argument in order to prepare an apparatus for a matrix variate distribution theory. As an illustration the probability density function of the sum in Theorem 6.1 is found. In Theorem 6.2 the expected value involving two independent random matrices is derived. Readers should take into account the authors' text in [\textit{A. K. Gupta} and \textit{D. K. Nagar}, Matrix variate distributions. Chapman \& Hall/CRC Monographs and Surveys in Pure and Applied Mathematics. 104. Boca Raton, FL: CRC Press. (2000; Zbl 0935.62064)] for completeness. / rank | |||
Normal rank | |||
Property / reviewed by | |||
Property / reviewed by: Ravi N. Kalia / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 33B15 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 33E99 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 32H99 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6244532 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
multivariate beta function | |||
Property / zbMATH Keywords: multivariate beta function / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
multivariate gamma functions | |||
Property / zbMATH Keywords: multivariate gamma functions / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
extended matrix variate gamma and beta functions. | |||
Property / zbMATH Keywords: extended matrix variate gamma and beta functions. / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jmva.2013.07.001 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2054828579 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5708419 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Extension of Euler's beta function / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Analytic study of temperature solutions due to gamma-type moving point- heat sources / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4438538 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Generalized incomplete gamma functions with applications / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On an extension of generalized incomplete Gamma functions with applications / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Extended incomplete gamma functions with applications / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2735628 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the Dirichlet distributions on symmetric matrices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Some Non-Central Distribution Problems in Multivariate Analysis / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4515165 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4935984 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Characterizations of the beta distribution on symmetric matrices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Bessel functions of matrix argument / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4752837 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Distributions of Matrix Variates and Latent Roots Derived from Normal Samples / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4188257 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4337018 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5192605 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3219581 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A class of integral identities with Hermitian matrix argument / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A class of integral identities with matrix argument / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Über die analytische Theorie der quadratischen Formen / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the Matrix-Variate Beta Distribution / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 04:57, 7 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Extended matrix variate gamma and beta functions |
scientific article |
Statements
Extended matrix variate gamma and beta functions (English)
0 references
13 January 2014
0 references
The paper presents preliminaries involving functions of an matrix argument in order to prepare an apparatus for a matrix variate distribution theory. As an illustration the probability density function of the sum in Theorem 6.1 is found. In Theorem 6.2 the expected value involving two independent random matrices is derived. Readers should take into account the authors' text in [\textit{A. K. Gupta} and \textit{D. K. Nagar}, Matrix variate distributions. Chapman \& Hall/CRC Monographs and Surveys in Pure and Applied Mathematics. 104. Boca Raton, FL: CRC Press. (2000; Zbl 0935.62064)] for completeness.
0 references
multivariate beta function
0 references
multivariate gamma functions
0 references
extended matrix variate gamma and beta functions.
0 references
0 references