The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix

DOI10.1080/03610920903259666MaRDI QIDQ3064074zbMATH OpenOpenAlexFDO

Authors Fei Li, Yifeng Xue

Publication date 20 December 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920903259666

zbMATH Keywords

quaternion matrixsingular Wishart distributionsingular normal distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of hypergeometric functions (33C90)

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Cites work

• scientific article; zbMATH DE number 1010456 (Why is no real title available?)
• A note about measures and Jacobians of singular random matrices
• Complex singular Wishart matrices and applications
• Distributions of the Extreme Eigenvaluesof Beta–Jacobi Random Matrices
• Eigenvalues and Condition Numbers of Complex Random Matrices
• Invariant normal models
• Matrix models for beta ensembles
• On singular Wishart and singular multivariate beta distributions
• Proof of the conjectures of H. Uhlig on the singular multivariate beta and the Jacobian of a certain matrix transformation
• Quaternions and matrices of quaternions
• Random matrix theory
• Singular matrix variate beta distribution
• Wishart and pseudo-Wishart distributions and some applications to shape theory
• Wishart and pseudo-Wishart distributions under elliptical laws and related distributions in the shape theory context
• Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument

Cited in

(9)

• The Jacobians of matrix transformation about singular random matrices and its applications
• scientific article; zbMATH DE number 5952286 (Why is no real title available?)
• Generalized beta and F distributions of quaternion matrix argument
• Integral representation of quaternion elliptical density and its applications
• Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument
• Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
• scientific article; zbMATH DE number 1559287 (Why is no real title available?)
• On the Jacobians of singular matrix decomposition and its application
• On the real representation of quaternion random variables

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