An extension of the generalized beta integral with matrix argument

MaRDI QIDQ5439300zbMATH OpenFDO

Authors Shahjahan Khan

Publication date 8 February 2008

zbMATH Keywords

generalized beta integralJacobian of symmetric matrix transformationmatrix integralmatrix-\(T\) distributionWishart matrix

Mathematics Subject Classification ID

Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(7)

• Evaluation of matrix-variate gamma and beta integrals as multiple integrals and Kober fractional integral operators in the complex matrix variate case
• A class of integral identities with Hermitian matrix argument
• Matrix beta-integrals: an overview
• Selberg-type squared matrices gamma and beta integrals
• A variant of the type-1 beta and Dirichlet integrals
• Selberg-type generalized quadratic forms gamma and beta integrals
• scientific article; zbMATH DE number 7659988 (Why is no real title available?)

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