Some complex matrix-variate statistical distributions on rectangular matrices

DOI10.1016/J.LAA.2005.07.016MaRDI QIDQ2575709zbMATH OpenOpenAlexFDO

Authors Serge B. Provost, Arakaparampil M. Mathai

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

zbMATH Keywords

Beta distributionComplex-variate distributionsDirichlet distributionGamma distributionRandom matrices

Mathematics Subject Classification ID

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

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Cited in

(10)

• Complex bimatrix variate generalised beta distributions
• Multivariate and matrix-variate analogues of Maxwell-Boltzmann and Raleigh densities
• Mellin convolutions, statistical distributions and fractional calculus
• Bayesian nonparametric analysis of multivariate time series: a matrix gamma process approach
• Random volumes under a general matrix-variate model
• Analogues of reliability analysis for matrix-variate cases
• Multimodel stress-strength under pathway models
• scientific article; zbMATH DE number 2013230 (Why is no real title available?)
• Erdélyi-Kober fractional integral operators from a statistical perspective. II
• Dirichlet partition on symmetric matrices

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