Matrix Variate Distributions (Monographs and Surveys in Pure and Applied Mathematics)

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

ISBN 10: 1584880465 / ISBN 13: 9781584880462

Verlag: Chapman and Hall/CRC, 1999

Beschreibung

In shrink wrap. Looks like an interesting title!

Bestandsnummer des Verkäufers Q-1584880465

Bibliografische Details

• Titel: Matrix Variate Distributions (Monographs and Surveys in Pure and Applied Mathematics)
• Verlag: Chapman and Hall/CRC
• Erscheinungsjahr: 1999
• Sprache: Englisch
• ISBN-10: 1584880465
• ISBN-13: 9781584880462
• Einband: Hardcover
• Zustand: New
• Gewicht: 18 Unzen

Über diesen Titel

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.

Über die Autorin bzw. den Autor

A K Gupta, D K Nagar