Matrix Variate Distributions.
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| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton :
Chapman and Hall/CRC,
2018.
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| Series: | Monographs and Surveys in Pure and Applied Mathematics Ser. ;
v.104 |
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| Online Access: | Connect to the full text of this electronic book |
| Abstract: | 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 distributionWishart distributionMatrix variate t-distributionMatrix variate beta distributionF-distributionMatrix variate Dirichlet distributionMatrix quadratic formsWith 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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| Item Description: | Description based upon print version of record. 9.2. MATRIX VARIATE LIOUVILLE DISTRIBUTIONS |
| Physical Description: | 1 online resource (385 pages) |
| ISBN: | 9781351433006 1351433008 9781351433013 1351433016 |