Inverse Wishart distributions based on singular elliptically contoured distributions
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Publication:861002
Bayesian inferenceHausdorff measureelliptically contoured distributiongeneralized Wishart and pseudo-Wishart distributions
Bayesian inference (62F15) Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52) Theory of matrix inversion and generalized inverses (15A09)
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Cites work
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- scientific article; zbMATH DE number 1010456 (Why is no real title available?)
- scientific article; zbMATH DE number 1054341 (Why is no real title available?)
- scientific article; zbMATH DE number 1391247 (Why is no real title available?)
- Bessel functions of matrix argument
- Complex singular Wishart matrices and applications
- Distribution of the generalised inverse of a random matrix and its applications
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
- Multivariate aspects of shape theory
- Multivariate calculation. Use of the continuous groups
- Normal Multivariate Analysis and the Orthogonal Group
- 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
- Singular Wishart and multivariate beta distributions
- Singular random matrix decompositions: Jacobians
- Singular random matrix decompositions: distributions
- Size\,-\,and\,-\,shape cone, shape disk and configuration densities for the elliptical models
- The Riemannian structure of Euclidean shape spaces: A novel environment for statistics
- 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
Cited in
(12)- Bayesian inference for multivariate regression model with generalized matrix variate distributions
- The Jacobians of matrix transformation about singular random matrices and its applications
- Distribution of the generalised inverse of a random matrix and its applications
- Pseudo-inverse multivariate/matrix-variate distributions
- Singular random matrix decompositions: distributions
- Predictive inference for singular multivariate elliptically contoured distributions
- Singular extended skew-elliptical distributions
- Subjective Bayesian analysis of the elliptical model
- On the mean and dispersion of the Moore-Penrose generalized inverse of a Wishart matrix
- On singular elliptical models
- On Wishart distribution: some extensions
- Bayesian statistical inference for Laplacian class of matrix variate elliptically contoured models
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