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

DOI10.1080/03610920903259666zbMATH Open1202.62072OpenAlexW2051469943MaRDI QIDQ3064074FDOQ3064074

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

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zbMATH Keywords

quaternion matrixsingular Wishart distributionsingular normal distribution

Mathematics Subject Classification ID

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

Cites Work

• Matrix models for beta ensembles
• Invariant normal models
• Quaternions and matrices of quaternions
• Wishart and pseudo-Wishart distributions and some applications to shape theory
• Title not available (Why is that?)
• Random matrix theory
• Distributions of the Extreme Eigenvaluesof Beta–Jacobi Random Matrices
• 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
• 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
• A note about measures and Jacobians of singular random matrices
• Singular matrix variate beta distribution
• Eigenvalues and Condition Numbers of Complex Random Matrices
• Complex singular Wishart matrices and applications

Cited In (9)

• Integral representation of quaternion elliptical density and its applications
• Heterogeneous hypergeometric functions with two matrix arguments and the exact distribution of the largest eigenvalue of a singular beta-Wishart matrix
• Title not available (Why is that?)
• On the real representation of quaternion random variables
• Generalized beta and F distributions of quaternion matrix argument
• Title not available (Why is that?)
• Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument
• The Jacobians of matrix transformation about singular random matrices and its applications
• On the Jacobians of singular matrix decomposition and its application

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