Multivariate Beta Distributions and Independence Properties of the Wishart Distribution

From MaRDI portal
Publication:5335770

DOI10.1214/aoms/1177703748zbMath0128.14002OpenAlexW2041722189WikidataQ106672824 ScholiaQ106672824MaRDI QIDQ5335770

Ingram Olkin, Herman Rubin

Publication date: 1966

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177703748




Related Items

Functions of singular random matrices with applicationsThe distribution of a generalized least squares estimator with covariance adjustmentAn unbiased likelihood ratio test for equality of the covariance matrices in several multivariate normal populations with partially known meansOn the Lukacs property for free random variablesThe matrix-F prior for estimating and testing covariance matricesThe Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the ``quotientA predictivistic interpretation of the multivariate \(t\)-distributionMultivariate Liouville distributionsCumulants for random matrices as convolutions on the symmetric group. IIWishart distributions for decomposable graphsInverse Wishart distributions based on singular elliptically contoured distributionsOn generalized matric variate beta distributionsOn characterizing the complex Wishart distributionMatrix variate Birnbaum-Saunders distribution under elliptical modelsDistribution of an arbitrary linear transformation of internally Studentized residuals of multivariate regression with elliptical errorsThe matrix equation \(X^n=A\)The extended matrix-variate beta probability distribution on symmetric matricesLong memory and asymmetry for matrix-exponential dynamic correlation processesCharacterization of beta distribution on symmetric conesMatrix measures, random moments, and Gaussian ensemblesThe spherical-Dirichlet distributionNon-central Dirichlet type 2 distributions on symmetric matricesA note on the Cook's distance.Model-based approach to the joint analysis of single-cell data on chromatin accessibility and gene expressionDual Lukacs regressions for non-commutative variablesMultimatricvariate distribution under elliptical modelsQuadratic Forms in Disguised MatrixT-VariateProperties of the singular, inverse and generalized inverse partitioned Wishart distributionsInvariant distribution of Chow statisticsUniform asymptotic normality of the matrix-variate beta-distributionOptimal confidence regions in GMANOVASingular matrix variate beta distributionNoncentral bimatrix variate generalised beta distributionsMoment properties of the multivariate Dirichlet distributionsDoubly noncentral singular matrix variate beta distributionsSingular random matrix decompositions: distributionsSingular random matrix decompositions: JacobiansA Monte Carlo Method for Computing the HPD Interval for Ratio of Two Multivariate Normal Generalized VariancesWishart ratios with dependent structure: New members of the bimatrix beta type IVMultivariate studentization and its applicationsDistribution of the product of a singular Wishart matrix and a normal vectorDistributions of characteristic roots in multivariate analysis Part II. Non-Null DistributionDeterminants of block Hankel matrices for random matrix-valued measuresThe distribution of the residual from a general elliptical multivariate linear modelDoubly singular matrix variate beta type I and II and singular inverted matricvariate \(t\) distributionsOn some tests in manocova model with different dispersion matricesKshirsagar-Tan independence property of beta matrices and related characterizationsA formula on multivariate Dirichlet distributionsWilks’ factorization of the matrix-variate Dirichlet–Riesz distributionsOn the Dirichlet distributions on symmetric matricesThe Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric conesReal-time covariance estimation for the local level modelThe detection of local shape changes via the geometry of Hotelling's \(T^2\) fieldsA class of integral identities with Hermitian matrix argumentMultivariate process capability a bayesian perspectiveNonconjugate Bayesian regression on many variablesInvariant prediction regions with smallest expected measureBayesian estimation of the intraclass correlation coefficients in multivariate mixed linear model




This page was built for publication: Multivariate Beta Distributions and Independence Properties of the Wishart Distribution