A note on matrix variate normal distribution

DOI10.1006/JMVA.1996.1649zbMATH Open0883.62050OpenAlexW2089736847MaRDI QIDQ1369671FDOQ1369671

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 functionconditional distributioncharacterizationmatrix normlinear transformationidentically distributed row vectorsvec notation

Mathematics Subject Classification ID

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

Cited In (11)

• Matrix generalization of distributions related to the normal law
• The inverse problem of multivariate and matrix-variate skew normal distributions
• The variance matrix of a matrix quadratic form %81¡ under normality assumptions
• Matrix Variate θ-Generalized Normal Distribution
• Matrix variate skew normal distributions
• The mle algorithm for the matrix normal distribution
• Characterizations of negative multinomial distributions based on conditional distributions
• Title not available (Why is that?)
• Restricted estimation in multivariate measurement error regression model
• On matrix-variate regression analysis
• A note on a vector-variate normal distribution and a stationary autoregressive process

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