Wilks' factorization of the complex matrix variate Dirichlet distributions

DOI10.5209/REV_REMA.2005.V18.N2.16673MaRDI QIDQ2574705zbMATH OpenFDO

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

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)

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Cited in

(5)

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

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