Matrix Variate Distributions (Monographs and Surveys in Pure and Applied Mathematics) - Hardcover

Gupta, A K; Nagar, D K

 
9781584880462: Matrix Variate Distributions (Monographs and Surveys in Pure and Applied Mathematics)
Hardcover
ISBN 10: 1584880465 ISBN 13: 9781584880462
Publisher: Chapman and Hall/CRC, 1999

Synopsis

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.

    • "synopsis" may belong to another edition of this title.

    About the Author

    A K Gupta, D K Nagar

    "About this title" may belong to another edition of this title.

    Publisher
    Chapman and Hall/CRC
    Publication date
    1999
    Language
    English
    ISBN 10 
    1584880465
    ISBN 13 
    9781584880462
    Binding
    Hardcover
    Edition number
    1
    Number of pages
    384

    Other Popular Editions of the Same Title

    9780582369856: Matrix Variate Distributions: PMS.Gupta:Matrix Variate Distribu_c (PMS)

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    ISBN 10:  0582369851 ISBN 13:  9780582369856
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