A note on matrix variate normal distribution

DOI10.1006/JMVA.1996.1649MaRDI QIDQ1369671zbMATH OpenOpenAlexFDO

Authors Truc T. Nguyen

Publication date 20 October 1997

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/fedad5bf86e6463cb0bd4542db25d16dcc8c4933

zbMATH Keywords

characteristic functioncharacterizationconditional distributionidentically distributed row vectorslinear transformationmatrix normvec notation

Mathematics Subject Classification ID

Basic linear algebra (15A99) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited in

(12)

• Matrix generalization of distributions related to the normal law
• A note on a vector-variate normal distribution and a stationary autoregressive process
• The inverse problem of multivariate and matrix-variate skew normal distributions
• The variance matrix of a matrix quadratic form %81¡ under normality assumptions
• On matrix-variate regression analysis
• The mle algorithm for the matrix normal distribution
• scientific article; zbMATH DE number 947498 (Why is no real title available?)
• Matrix Variate θ-Generalized Normal Distribution
• Matrix variate skew normal distributions
• Restricted estimation in multivariate measurement error regression model
• Mean-restricted matrix-variate normals with an application to clustering
• Characterizations of negative multinomial distributions based on conditional distributions

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