Matrix Variate Distributions (CHAPMAN AND HALL /CRC MONOGRAPHS AND SURVEYS IN PURE AND APPLIED MATHEMATICS, Band 104) - Hardcover

Gupta, A. K.; Nagar, D. K.

Hardcover

ISBN 10: 1584880465 ISBN 13: 9781584880462

Verlag: Taylor & Francis Ltd, 1999

Inhaltsangabe

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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Über die Autorin bzw. den Autor

A K Gupta, D K Nagar

Details zur Ausgabe

• Verlag: Taylor & Francis Ltd
• Erscheinungsdatum: 1999
• Sprache: Englisch
• ISBN 10: 1584880465
• ISBN 13: 9781584880462
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 384
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Taylor & Francis Verlag GmbH; GPSR@taylorandfrancis.com; ; Kaufingerstraße 24, 80331 München, Germany; München; Deutschland