Diagonalization matrix and its application in distribution theory

DOI10.1080/02331888.2015.1104312MaRDI QIDQ2953570zbMATH OpenOpenAlexFDO

Authors Francisco J. Caro-Lopera, José A. Díaz-García

Publication date 4 January 2017

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2015.1104312

zbMATH Keywords

Hadamard matrix productinferenceKronecker matrix productmatrix multivariate elliptical distributionsmatrix multivariate generalized Birnbaum-Saunders distributionspermutationsprior distribution

Mathematics Subject Classification ID

Multilinear algebra, tensor calculus (15A69) Random matrices (algebraic aspects) (15B52) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Parametric hypothesis testing (62F03) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions
• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• Matrix differential calculus with applications to simple, Hadamard, and Kronecker products

Cited in

(8)

• Matrix variate Birnbaum-Saunders distribution under elliptical models
• Discussion of “Birnbaum‐Saunders distribution: A review of models, analysis, and applications” by N. Balakrishnan and D. Kundu
• Authors' rejoinder on ``Birnbaum-Saunders distribution: a review of models, analysis, and applications
• scientific article; zbMATH DE number 6327472 (Why is no real title available?)
• Singular matrix variate Birnbaum-Saunders distribution under elliptical models
• Connection between the Hadamard and matrix products with an application to matrix-variate Birnbaum-Saunders distributions
• Diagonal invariants and the refined multimahonian distribution.
• The approximation characteristic of diagonal matrix in probabilistic setting

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