Extended matrix variate gamma and beta functions (Q391859): Difference between revisions

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.

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reviewed by

Ravi N. Kalia

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zbMATH Keywords

multivariate beta function

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multivariate gamma functions

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extended matrix variate gamma and beta functions.

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmva.2013.07.001

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cites work

Q5708419

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Extension of Euler's beta function

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Analytic study of temperature solutions due to gamma-type moving point- heat sources

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Q4438538

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Generalized incomplete gamma functions with applications

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On an extension of generalized incomplete Gamma functions with applications

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Extended incomplete gamma functions with applications

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Q2735628

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On the Dirichlet distributions on symmetric matrices

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Some Non-Central Distribution Problems in Multivariate Analysis

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Q4515165

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Q4935984

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Characterizations of the beta distribution on symmetric matrices

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Bessel functions of matrix argument

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Q4752837

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Distributions of Matrix Variates and Latent Roots Derived from Normal Samples

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On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors

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0 references

0 references

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A class of integral identities with Hermitian matrix argument

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A class of integral identities with matrix argument

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Über die analytische Theorie der quadratischen Formen

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On the Matrix-Variate Beta Distribution

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Identifiers

zbMATH Open document ID

1292.33005

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DOI

10.1016/j.jmva.2013.07.001

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:391859

@@ 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.
+Normal rank
@@ Property / reviewed by @@
+Ravi N. Kalia
@@ Property / reviewed by: Ravi N. Kalia / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B15
@@ Property / Mathematics Subject Classification ID: 33B15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E99
@@ Property / Mathematics Subject Classification ID: 33E99 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H99
@@ Property / Mathematics Subject Classification ID: 32H99 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6244532
@@ 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.
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2013.07.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2054828579
@@ Property / OpenAlex ID: W2054828579 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5708419
@@ Property / cites work: Q5708419 / rank @@
+Normal rank
@@ Property / cites work @@
+Extension of Euler's beta function
@@ Property / cites work: Extension of Euler's beta function / rank @@
+Normal rank
@@ Property / cites work @@
+Analytic study of temperature solutions due to gamma-type moving point- heat sources
+Normal rank
@@ Property / cites work @@
+Q4438538
@@ Property / cites work: Q4438538 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized incomplete gamma functions with applications
+Normal rank
@@ Property / cites work @@
+On an extension of generalized incomplete Gamma functions with applications
+Normal rank
@@ Property / cites work @@
+Extended incomplete gamma functions with applications
+Normal rank
@@ Property / cites work @@
+Q2735628
@@ Property / cites work: Q2735628 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Dirichlet distributions on symmetric matrices
+Normal rank
@@ Property / cites work @@
+Some Non-Central Distribution Problems in Multivariate Analysis
+Normal rank
@@ Property / cites work @@
+Q4515165
@@ Property / cites work: Q4515165 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4935984
@@ Property / cites work: Q4935984 / rank @@
+Normal rank
@@ Property / cites work @@
+Characterizations of the beta distribution on symmetric matrices
+Normal rank
@@ Property / cites work @@
+Bessel functions of matrix argument
@@ Property / cites work: Bessel functions of matrix argument / rank @@
+Normal rank
@@ Property / cites work @@
+Q4752837
@@ Property / cites work: Q4752837 / rank @@
+Normal rank
@@ Property / cites work @@
+Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
+Normal rank
@@ Property / cites work @@
+On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
+Normal rank
@@ Property / cites work @@
+Q4188257
@@ Property / cites work: Q4188257 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4337018
@@ Property / cites work: Q4337018 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5192605
@@ Property / cites work: Q5192605 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
+Normal rank
@@ Property / cites work @@
+A class of integral identities with Hermitian matrix argument
+Normal rank
@@ Property / cites work @@
+A class of integral identities with matrix argument
+Normal rank
@@ Property / cites work @@
+Über die analytische Theorie der quadratischen Formen
+Normal rank
@@ Property / cites work @@
+On the Matrix-Variate Beta Distribution
@@ Property / cites work: On the Matrix-Variate Beta Distribution / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:391859