Wilks' factorization of the complex matrix variate Dirichlet distributions

DOI10.5209/REV_REMA.2005.V18.N2.16673zbMATH Open1076.62050MaRDI QIDQ2574705FDOQ2574705

Authors: Xinping Cui, D. K. Nagar, Arjun K. Gupta 

Publication date: 30 November 2005

Published in: Revista Matemática Complutense (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/38169

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zbMATH Keywords

beta distributionDirichlet distributionWishart distributiontransformationJacobiancomplex multivariate gamma functioncomplex random matrix

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52) Basic linear algebra (15A99)

Cited In (5)

• On characterizing the complex Wishart distribution
• Some complex matrix-variate statistical distributions on rectangular matrices
• Some properties of complex matrix-variate generalized Dirichlet integrals
• Wilks' factorization of the matrix-variate Dirichlet-Riesz distributions
• Properties of the complex matrix variate Dirichlet distribution

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