Wishart and pseudo-Wishart distributions and some applications to shape theory

DOI10.1006/JMVA.1997.1689zbMATH Open0886.62059OpenAlexW1987642513MaRDI QIDQ1372218FDOQ1372218

Authors: José A. Díaz-García, Kanti V. Mardia, Ramón Gutiérrez-Jáimez 

Publication date: 10 May 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1689

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zbMATH Keywords

shapeWishart distributionStiefel manifoldsingular valuessize-and-shapenoncentral distributionsnormal matrix variate distributionpseudo-Wishart distributionssingular matrix distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited In (53)

• Likelihood ratio tests for elaborate covariance structures and for MANOVA models with elaborate covariance structures -- a review
• Singular matrix variate Birnbaum-Saunders distribution under elliptical models
• Functions of singular random matrices with applications
• On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector
• On singular Wishart and singular multivariate beta distributions
• Statistical theory of shape under elliptical models and singular value decompositions
• An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes
• Distribution of the product of a Wishart matrix and a normal vector
• The expected value of zonal polynomials
• Doubly noncentral singular matrix variate beta distributions
• Properties of the singular, inverse and generalized inverse partitioned Wishart distributions
• Estimation of a high-dimensional covariance matrix with the Stein loss
• Predictive inference for singular multivariate elliptically contoured distributions
• A pseudo-Pareto distribution and concomitants of its order statistics
• Doubly singular matrix variate beta type I and II and singular inverted matricvariate \(t\) distributions
• Singular extended skew-elliptical distributions
• The noncentral Bartlett decompositions and shape densities
• Estimation of the mean vector in a singular multivariate normal distribution
• Bayesian estimation for misclassification rate in linear discriminant analysis
• Singular random matrix decompositions: distributions
• Inverse Wishart distributions based on singular elliptically contoured distributions
• Singular inverse Wishart distribution and its application to portfolio theory
• Singular matric and matrix variate \(t\) distributions
• Wishart and pseudo-Wishart distributions under elliptical laws and related distributions in the shape theory context
• Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
• The Kotz-type distribution with applications
• Singular Wishart and multivariate beta distributions
• Generalised shape theory via SV decomposition. I
• Distribution of the generalised inverse of a random matrix and its applications
• A note about measures, Jacobians and Moore-Penrose inverse
• On generalized multivariate analysis of variance
• Singular matrix variate beta distribution
• On the product of inverse Wishart and normal distributions with applications to discriminant analysis and portfolio theory
• The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix
• A Nonparametric Version of the Bartlett-Nanda-Pillai Multivariate Test. Asymptotics, Approximations, and Applications
• Unified improvements in estimation of a normal covariance matrix in high and low dimensions
• The Wishart distribution with two different degrees of freedom
• The distribution of residuals from a general elliptical linear model
• The distribution of the residual from a general elliptical multivariate linear model
• Regression modeling for size-and-shape data based on a Gaussian model for landmarks
• Generalised shape theory via pseudo-Wishart distribution
• On Fréchet means in simplex shape spaces
• Singular random matrix decompositions: Jacobians
• NEW LARGE SAMPLE AND BOOTSTRAP METHODS ON SHAPE SPACES IN HIGH LEVEL ANALYSIS OF NATURAL IMAGES
• On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension
• Recovering networks from distance data
• Pseudo-inverse multivariate/matrix-variate distributions
• On the marginal distribution of the diagonal blocks in a blocked Wishart random matrix
• Distribution theory of quadratic forms for matrix multivariate elliptical distribution
• The Jacobians of matrix transformation about singular random matrices and its applications
• An exact test for a column of the covariance matrix based on a single observation
• A note about measures and Jacobians of singular random matrices
• On the Jacobians of singular matrix decomposition and its application

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