The Jacobians of matrix transformation about singular random matrices and its applications (Q5079094)

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scientific article; zbMATH DE number 7532167
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    The Jacobians of matrix transformation about singular random matrices and its applications
    scientific article; zbMATH DE number 7532167

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      The Jacobians of matrix transformation about singular random matrices and its applications (English)
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      25 May 2022
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      Jacobians
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      singular multivariate normal distribution
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      singular Wishart distribution
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      generalized inverse
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      SVD decomposition
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      spectral decomposition
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