Inverse Wishart distributions based on singular elliptically contoured distributions

DOI10.1016/J.LAA.2006.07.027zbMATH Open1102.62052OpenAlexW2009399188MaRDI QIDQ861002FDOQ861002

Authors: Wai-cheung Ip, Heung Wong, Jinshan Liu 

Publication date: 9 January 2007

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2006.07.027

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zbMATH Keywords

Bayesian inferenceHausdorff measureelliptically contoured distributiongeneralized Wishart and pseudo-Wishart distributions

Mathematics Subject Classification ID

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)

Cites Work

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• Singular random matrix decompositions: Jacobians
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Cited In (9)

• Predictive inference for singular multivariate elliptically contoured distributions
• Singular extended skew-elliptical distributions
• Singular random matrix decompositions: distributions
• Distribution of the generalised inverse of a random matrix and its applications
• Subjective Bayesian Analysis of the Elliptical Model
• On singular elliptical models
• Pseudo-inverse multivariate/matrix-variate distributions
• The Jacobians of matrix transformation about singular random matrices and its applications
• On Wishart distribution: some extensions

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