Singular random matrix decompositions: distributions

DOI10.1016/j.jmva.2004.08.003zbMath1065.62096MaRDI QIDQ557991

José A. Díaz-García, Graciela M. González-Farías

Publication date: 30 June 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.08.003

zbMATH Keywords

\(QR\); \(SVD\); Elliptical distribution; Generalized Wishart and pseudo-Wishart distributions; Modified \(QR\) and polar decompositions; Non-central singular distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60E05: Probability distributions: general theory

Related Items

Doubly noncentral singular matrix variate beta distributions, On Wishart distribution: some extensions, Inverse Wishart distributions based on singular elliptically contoured distributions, Singular matric and matrix variate \(t\) distributions, Predictive inference for singular multivariate elliptically contoured distributions, A note about measures and Jacobians of singular random matrices, Singular matrix variate beta distribution

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