On singular Wishart and singular multivariate beta distributions
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Publication:1327849
DOI10.1214/aos/1176325375zbMath0795.62052OpenAlexW2018381203WikidataQ56267534 ScholiaQ56267534MaRDI QIDQ1327849
Publication date: 18 September 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325375
transformation propertiesconjugacysingular value decompositionStiefel manifoldWishart distributionsvolume elementmultivariate beta distributionssingular casetime- varying variance-covariance matrixupdating Bayesian posteriors
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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