Matrix Variate Distributions

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A.K. Gupta
A01=A K Gupta
A01=D K Nagar
advanced probability theory
Author_A K Gupta
Author_D K Nagar
Borel Measurable Function
Category=PBT
Category=PBW
characteristic
Confluent Hypergeometric Functions
continuous matrix variate distribution theory
D.K. Nagar
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
factorization
form
function
functional
Functional Form Assumption
hypergeometric functions
lower
Lower Triangular Factorization
matrices
matrix algebra methods
Matrix Variate
Matrix Variate Distributions
multivariate analysis
random
Random Matrices
Random Matrix
spherical
Spherical Distribution
Spherical Matrix
statistical distributions
Stiefel Manifold
triangular
zonal polynomials

Product details

  • ISBN 9781584880462
  • Weight: 740g
  • Dimensions: 156 x 234mm
  • Publication Date: 22 Oct 1999
  • Publisher: Taylor & Francis Inc
  • Publication City/Country: US
  • Product Form: Hardback
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Useful in physics, economics, psychology, and other fields, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various statistical journals. Matrix Variate Distributions gathers and systematically presents most of the recent developments in continuous matrix variate distribution theory and includes new results.
After a review of the essential background material, the authors investigate the range of matrix variate distributions, including:

  • matrix variate normal distribution
  • Wishart distribution
  • Matrix variate t-distribution
  • Matrix variate beta distribution
  • F-distribution
  • Matrix variate Dirichlet distribution
  • Matrix quadratic forms
    With its inclusion of new results, Matrix Variate Distributions promises to stimulate further research and help advance the field of multivariate statistical analysis.
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