The distribution of symmetric matrix quotients.
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Publication:1426357
DOI10.1016/S0047-259X(03)00046-0zbMath1040.62039MaRDI QIDQ1426357
Publication date: 14 March 2004
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Density; Transformation; Positive definite; Moment generating function; Inversion formula; Matrix variate
62H05: Characterization and structure theory for multivariate probability distributions; copulas
15B52: Random matrices (algebraic aspects)
Cites Work