Doubly noncentral singular matrix variate beta distributions

DOI10.1080/15598608.2010.10411995MaRDI QIDQ539795zbMATH OpenOpenAlexFDO

Authors José A. Díaz-García, Ramón Gutiérrez-Jáimez

Publication date 31 May 2011

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0904.2138

zbMATH Keywords

random matricessingular distributionmatrix variate betanoncentral distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: In this paper, we determine the density functions of doubly noncentral singular matrix variate beta type I and II distributions.

Cites work

• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• scientific article; zbMATH DE number 1391247 (Why is no real title available?)
• CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCE
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Distributions of some matrix variates and latent roots in multivariate Behrens-Fisher discriminant analysis
• Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• On singular Wishart and singular multivariate beta distributions
• On the Distribution of a Multiple Correlation Matrix: Non-Central Multivariate Beta Distributions
• Proof of the conjectures of H. Uhlig on the singular multivariate beta and the Jacobian of a certain matrix transformation
• Singular matrix variate beta distribution
• Singular random matrix decompositions: distributions
• Some Non-Central Distribution Problems in Multivariate Analysis
• Some properties of invariant polynomials with matrix arguments and their applications in econometrics
• The Non-Central Multivariate Beta Distribution
• Wishart and pseudo-Wishart distributions and some applications to shape theory

Cited in

(3)

• scientific article; zbMATH DE number 1420776 (Why is no real title available?)
• On eigenfunctions of expected value operators of non-central multivariate beta density
• scientific article; zbMATH DE number 21548 (Why is no real title available?)

This page was built for publication: Doubly noncentral singular matrix variate beta distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q539795)