Matrix variate distributions / A.K. Gupta, D.K. Nagar.
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...
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| Online Access: |
Full Text (via Taylor & Francis) |
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| Main Author: | |
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton, FL :
Chapman & Hall,
©2000.
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| Series: | Chapman & Hall/CRC monographs and surveys in pure and applied mathematics ;
104. |
| Subjects: |
| Summary: | 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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| Physical Description: | 1 online resource (367 pages) : illustrations. |
| Bibliography: | Includes bibliographical references (pages 343-363) and index. |
| ISBN: | 9780203749289 0203749286 |
| Source of Description, Etc. Note: | Source of description: Print version record. |