Some complex matrix-variate statistical distributions on rectangular matrices
DOI10.1016/J.LAA.2005.07.016zbMATH Open1122.62040OpenAlexW2002887102MaRDI QIDQ2575709FDOQ2575709
Arakaparampil M. Mathai, Serge B. Provost
Publication date: 6 December 2005
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2005.07.016
Dirichlet distributionGamma distributionRandom matricesBeta distributionComplex-variate distributions
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)
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Cited In (10)
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- Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
- Multivariate and matrix-variate analogues of Maxwell-Boltzmann and Raleigh densities
- Complex bimatrix variate generalised beta distributions
- Random volumes under a general matrix-variate model
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- Erdélyi-Kober fractional integral operators from a statistical perspective -II
- Mellin convolutions, statistical distributions and fractional calculus
- Analogues of reliability analysis for matrix-variate cases
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