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Matrix variate distributions /

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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...

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Bibliographic Details
Main Author: Gupta, A. K. (Arjun K.), 1938-
Corporate Author: Taylor & Francis
Other Authors: Nagar, D. K.
Format: eBook
Language:English
Published: Boca Raton, FL : Chapman & Hall, ©2000.
Series:Chapman & Hall/CRC monographs and surveys in pure and applied mathematics ; 104.
Subjects:
Distribution (Probability theory)
Multivariate analysis.
Random matrices.
Multivariate Analysis
Distribution (Théorie des probabilités)
Analyse multivariée.
Matrices aléatoires.
distribution (statistics-related concept)
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Multivariate analysis
Random matrices
Multivariate Analyse
Stochastische Matrix
Multivariate analyse.
Matrices.
Distribution (théorie des probabilités) > Analyse multivariée > Matrices aléatoires.
Electronic books.
Online Access:Connect to the full text of this electronic book

MARC

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100 1 |a Gupta, A. K.  |q (Arjun K.),  |d 1938-  |1 https://id.oclc.org/worldcat/entity/E39PCjqD8DYkf3mYdgH8tQKYbm 
245 1 0 |a Matrix variate distributions /  |c A.K. Gupta, D.K. Nagar. 
264 1 |a Boca Raton, FL :  |b Chapman & Hall,  |c ©2000. 
300 |a 1 online resource (367 pages) :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Chapman & Hall/CRC monographs and surveys in pure and applied mathematics ;  |v 104 
504 |a Includes bibliographical references (pages 343-363) and index. 
505 0 0 |g 1  |t Preliminaries  |g 1 --  |g 1.2.  |t Matrix Algebra  |g 2 --  |g 1.3.  |t Jacobians of Transformations  |g 12 --  |g 1.4.  |t Integration  |g 18 --  |g 1.5.  |t Zonal Polynomials  |g 29 --  |g 1.6.  |t Hypergeometric Functions of Matrix Argument  |g 34 --  |g 1.7.  |t Laguerre Polynomials  |g 41 --  |g 1.8.  |t Generalized Hermite Polynomials  |g 42 --  |g 1.9.  |t Notion of Random Matrix  |g 44 --  |g 2  |t Matrix Variate Normal Distribution  |g 55 --  |g 2.2.  |t Density Function  |g 55 --  |g 2.3.  |t Properties  |g 56 --  |g 2.4.  |t Singular Matrix Variate Normal Distribution  |g 68 --  |g 2.5.  |t Symmetric Matrix Variate Normal Distribution  |g 70 --  |g 2.6.  |t Restricted Matrix Variate Normal Distribution  |g 74 --  |g 2.7.  |t Matrix Variate [theta]-Generalized Normal Distribution  |g 77 --  |g 3  |t Wishart Distribution  |g 87 --  |g 3.2.  |t Density Function  |g 87 --  |g 3.3.  |t Properties  |g 90 --  |g 3.4.  |t Inverted Wishart Distribution  |g 111 --  |g 3.5.  |t Noncentral Wishart Distribution  |g 113 --  |g 3.6.  |t Matrix Variate Gamma Distribution  |g 122 --  |g 3.7.  |t Approximations  |g 124 --  |g 4  |t Matrix Variate t-Distribution  |g 133 --  |g 4.2.  |t Density Function  |g 134 --  |g 4.3.  |t Properties  |g 135 --  |g 4.4.  |t Inverted matrix Variate t-Distribution  |g 142 --  |g 4.5.  |t Disguised Matrix Variate t-Distribution  |g 143 --  |g 4.6.  |t Restricted Matrix Variate t-Distribution  |g 151 --  |g 4.7.  |t Noncentral Matrix Variate t-Distribution  |g 152 --  |g 4.8.  |t Distribution of Quadratic Forms  |g 156 --  |g 5  |t Matrix Variate Beta Distributions  |g 165 --  |g 5.2.  |t Density Functions  |g 165 --  |g 5.3.  |t Properties  |g 171 --  |g 5.4.  |t Related Distributions  |g 182 --  |g 5.5.  |t Noncentral Matrix Variate Beta --  |t Distribution  |g 188 --  |g 6  |t Matrix Variate Dirichlet Distributions  |g 199 --  |g 6.2.  |t Density Functions  |g 199 --  |g 6.3.  |t Properties  |g 204 --  |g 6.4.  |t Related Distributions  |g 214 --  |g 6.5.  |t Noncentral Matrix Variate Dirichlet Distributions  |g 218 --  |g 7  |t Distribution of Quadratic Forms  |g 225 --  |g 7.2.  |t Density Function  |g 225 --  |g 7.3.  |t Properties  |g 228 --  |g 7.4.  |t Functions of Quadratic Forms  |g 233 --  |g 7.5.  |t Series Representation of the Density  |g 238 --  |g 7.6.  |t Noncentral Density Function  |g 246 --  |g 7.7.  |t Expected Values  |g 251 --  |g 7.8.  |t Wishartness and Independence of Quadratic Forms of The Type XAX'  |g 253 --  |g 7.9.  |t Wishartness and Independence of Quadratic Forms of The Type XAX' + 1/2(LX' + XL') + C  |g 262 --  |g 7.10.  |t Wishartness and Independence of Quadratic Forms of the Type XAX' + L[subscript 1]X' + XL'[subscript 2] + C  |g 270 --  |g 8  |t Miscellaneous Distributions  |g 279 --  |g 8.2.  |t Uniform Distribution on Stiefel Manifold  |g 279 --  |g 8.3.  |t Von Mises-Fisher Distribution  |g 281 --  |g 8.4.  |t Bingham Matrix Distribution  |g 284 --  |g 8.5.  |t Generalized Bingham-Von Mises Matrix Distribution  |g 285 --  |g 8.6.  |t Manifold Normal Distribution  |g 287 --  |g 8.7.  |t Matrix Angular Central Gaussian Distribution  |g 288 --  |g 8.8.  |t Bimatrix Wishart Distribution  |g 289 --  |g 8.9.  |t Beta-Wishart Distribution  |g 290 --  |g 8.10.  |t Confluent Hypergeometric Function Kind 1 Distribution  |g 291 --  |g 8.11.  |t Confluent Hypergeometric Function Kind 2 Distribution  |g 295 --  |g 8.12.  |t Hypergeometric Function Distributions  |g 298 --  |g 8.13.  |t Generalized Hypergeometric Function Distributions  |g 301 --  |g 8.14.  |t Complex Matrix Variate Distributions  |g 303 --  |g 9  |t General Families of Matrix Variate Distributions  |g 311 --  |g 9.2.  |t Matrix Variate Liouville Distributions  |g 311 --  |g 9.3.  |t Matrix Variate Spherical Distributions  |g 315 --  |g 9.4.  |t Matrix Variate Elliptically Contoured Distributions  |g 322 --  |g 9.5.  |t Orthogonally Invariant and Residual Independent Matrix Distributions  |g 323. 
520 |a 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. 
588 0 |a Print version record. 
650 0 |a Distribution (Probability theory) 
650 0 |a Multivariate analysis. 
650 0 |a Random matrices. 
650 2 |a Multivariate Analysis 
650 6 |a Distribution (Théorie des probabilités) 
650 6 |a Analyse multivariée. 
650 6 |a Matrices aléatoires. 
650 7 |a distribution (statistics-related concept)  |2 aat 
650 7 |a MATHEMATICS  |x Applied.  |2 bisacsh 
650 7 |a MATHEMATICS  |x Probability & Statistics  |x General.  |2 bisacsh 
650 7 |a Distribution (Probability theory)  |2 fast 
650 7 |a Multivariate analysis  |2 fast 
650 7 |a Random matrices  |2 fast 
650 7 |a Multivariate Analyse  |2 gnd 
650 7 |a Stochastische Matrix  |2 gnd 
650 1 7 |a Multivariate analyse.  |2 gtt 
650 1 7 |a Matrices.  |2 gtt 
650 7 |a Distribution (théorie des probabilités)  |x Analyse multivariée  |x Matrices aléatoires.  |2 ram 
655 7 |a Electronic books.  |2 local 
700 1 |a Nagar, D. K. 
710 2 |a Taylor & Francis 
776 0 8 |i Print version:  |a Gupta, A.K. (Arjun K.), 1938-  |t Matrix variate distributions.  |d Boca Raton, FL : Chapman & Hall, ©2000  |z 1584880465  |w (DLC) 99040291  |w (OCoLC)42060983 
830 0 |a Chapman & Hall/CRC monographs and surveys in pure and applied mathematics ;  |v 104. 
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