Singular random matrix decompositions: Jacobians

DOI10.1016/J.JMVA.2004.03.002MaRDI QIDQ1776872zbMATH OpenOpenAlexFDO

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

Publication date 12 May 2005

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

Full work available at URL https://doi.org/10.1016/j.jmva.2004.03.002, http://hdl.handle.net/10016/184

zbMATH Keywords

\(L'U\) factorizationCholesky decompositionsHausdorff measurepolar singular value decompositionQR factorizationrandom matricessingular distributionspectral decompositionsymmetric nonnegative definite square root decomposition

Mathematics Subject Classification ID

Factorization of matrices (15A23) Random matrices (algebraic aspects) (15B52) Direct numerical methods for linear systems and matrix inversion (65F05)

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Cited in

(18)

• Predictive inference for singular multivariate elliptically contoured distributions
• Spherical ensembles
• A note about measures and Jacobians of singular random matrices
• The distribution of residuals from a general elliptical linear model
• Singular matrix variate beta distribution
• The distribution of the residual from a general elliptical multivariate linear model
• Singular extended skew-elliptical distributions
• A note about measures, Jacobians and Moore-Penrose inverse
• On generalized multivariate analysis of variance
• Distributions of singular random matrices: some extensions of Jacobians
• On the Jacobians of singular matrix decomposition and its application
• On the marginal distribution of the diagonal blocks in a blocked Wishart random matrix
• The Jacobians of matrix transformation about singular random matrices and its applications
• Singular random matrix decompositions: distributions
• Singular matrix variate Birnbaum-Saunders distribution under elliptical models
• A unified Fourier slice method to derive ridgelet transform for a variety of depth-2 neural networks
• Functions of singular random matrices with applications
• Inverse Wishart distributions based on singular elliptically contoured distributions

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