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Volumn 31, Issue 5, 2003, Pages 1537-1560

Singular Wishart and multivariate beta distributions

Author keywords

Jacobian of transformations; Normal distribution; Pseudo Wishart; Singular noncentral Wishart; Stiefel manifold

Indexed keywords


EID: 0242511222     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1065705118     Document Type: Article
Times cited : (116)

References (10)
  • 1
    • 0031484226 scopus 로고    scopus 로고
    • Proof of the conjectures of H. Uhlig on the singular multivariate beta and the Jacobian of a certain matrix transformation
    • DÍAZ-GARCÍA, J. A. and GUTIÉRREZ-JÁIMEZ, R. (1997). Proof of the conjectures of H. Uhlig on the singular multivariate beta and the Jacobian of a certain matrix transformation. Ann. Statist. 25 2018-2023.
    • (1997) Ann. Statist. , vol.25 , pp. 2018-2023
    • Díaz-García, J.A.1    Gutiérrez-Jáimez, R.2
  • 2
    • 0031256597 scopus 로고    scopus 로고
    • Wishart and pseudo-Wishart distributions and some applications to shape theory
    • DÍAZ-GARCÍA, J. A., GUTIÉRREZ-JÁIMEZ, R. and MARDIA, K. V. (1997). Wishart and pseudo-Wishart distributions and some applications to shape theory. J. Multivariate Anal. 63 73-87.
    • (1997) J. Multivariate Anal. , vol.63 , pp. 73-87
    • Díaz-García, J.A.1    Gutiérrez-Jáimez, R.2    Mardia, K.V.3
  • 3
    • 0000952005 scopus 로고
    • Distributions of matrix variates and latent roots derived from normal samples
    • JAMES, A. T. (1964). Distributions of matrix variates and latent roots derived from normal samples. Ann. Math. Statist. 35 475-501.
    • (1964) Ann. Math. Statist. , vol.35 , pp. 475-501
    • James, A.T.1
  • 4
    • 0005308880 scopus 로고
    • Some results for the singular normal multivariate regression models
    • KHATRI, C. G. (1968). Some results for the singular normal multivariate regression models. Sankhyā Ser. A 30 267-280.
    • (1968) Sankhyā Ser. A , vol.30 , pp. 267-280
    • Khatri, C.G.1
  • 5
    • 0008697078 scopus 로고
    • A note on Mitra's paper "A density free approach to the matrix variate beta distribution"
    • KHATRI, C. G. (1970). A note on Mitra's paper "A density free approach to the matrix variate beta distribution." Sankhyā Ser. A 32 311-317.
    • (1970) Sankhyā Ser. A , vol.32 , pp. 311-317
    • Khatri, C.G.1
  • 6
    • 0008740109 scopus 로고
    • A density free approach to the matrix variate beta distribution
    • MITRA, S. K. (1970). A density free approach to the matrix variate beta distribution. Sankhyā Ser. A 32 81-88.
    • (1970) Sankhyā Ser. A , vol.32 , pp. 81-88
    • Mitra, S.K.1
  • 7
    • 0010054649 scopus 로고
    • On distribution problems in multivariate analysis
    • Institute of Statistics, Univ. North Carolina, Chapel Hill
    • OLKIN, I. (1951). On distribution problems in multivariate analysis. Mimeograph Series 43 1-126. Institute of Statistics, Univ. North Carolina, Chapel Hill.
    • (1951) Mimeograph Series , vol.43 , pp. 1-126
    • Olkin, I.1
  • 10
    • 21344476194 scopus 로고
    • On singular Wishart and singular multivariate beta distributions
    • UHLIG, H. (1994). On singular Wishart and singular multivariate beta distributions. Ann. Statist. 22 395-405.
    • (1994) Ann. Statist. , vol.22 , pp. 395-405
    • Uhlig, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.