Proof of the conjectures of H. Uhlig on the singular multivariate beta and the Jacobian of a certain matrix transformation

Annals of Statistics

Volumn 25, Issue 5, 1997, Pages 2018-2023

  Díaz García, José A ^a   Gutiérrez Jáimez, Ramón ^b  

^a UNIVERSIDAD AUTÓNOMA AGRARIA ANTONIO NARRO   (Mexico)

^b UNIVERSITY OF GRANADA   (Spain)

Author keywords

Beta distribution; Singular matrix distributions; Wishart distribution

Indexed keywords

EID: 0031484226     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1069362383     Document Type: Article

References (4)

1. EATON, M. L. (1983). Multivariate Statistics: A Vector Space Approach. Wiley, New York.
2. MUIRHEAD, R. J. (1982). Aspects of Multivariate Statistical Theory. Wiley, New York.
3. SRIVASTAVA, M. S. and KHATRI, C. G. (1979). An Introduction to Multivariate Statistics. North-Holland, Amsterdam.
4. UHLIG, H. (1994). On singular Wishart and singular multivariate beta distributions. Ann. Statist. 22 395-405.