Singular random matrix decompositions: Jacobians

DOI10.1016/j.jmva.2004.03.002zbMath1097.15018OpenAlexW2029712917MaRDI QIDQ1776872

José A. Díaz-García, Graciela M. González-Farías

Publication date: 12 May 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.03.002

zbMATH Keywords

random matricesHausdorff measurespectral decompositionCholesky decompositionsQR factorizationsingular distribution\(L'U\) factorizationpolar singular value decompositionsymmetric nonnegative definite square root decomposition

Mathematics Subject Classification ID

Factorization of matrices (15A23) Random matrices (algebraic aspects) (15B52) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

Functions of singular random matrices with applications, A note about measures and Jacobians of singular random matrices, Inverse Wishart distributions based on singular elliptically contoured distributions, The Jacobians of matrix transformation about singular random matrices and its applications, A note about measures, Jacobians and Moore-Penrose inverse, Singular matrix variate Birnbaum-Saunders distribution under elliptical models, Spherical ensembles, On generalized multivariate analysis of variance, The distribution of residuals from a general elliptical linear model, On the marginal distribution of the diagonal blocks in a blocked Wishart random matrix, Singular matrix variate beta distribution, The distribution of the residual from a general elliptical multivariate linear model, Singular extended skew-elliptical distributions, Predictive inference for singular multivariate elliptically contoured distributions, On the Jacobians of singular matrix decomposition and its application

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