Matrix Variate Distributions
Language: English
Published by Chapman and Hall/CRC, 1999
Series: Book 24 of 34 - Monographs and Surveys in Pure and Applied Mathematics
- Hardcover
- Used
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- Title
- Matrix Variate Distributions
- Author
- Gupta, A. K.; Nagar, D. K.
- Publisher
- Chapman and Hall/CRC
- Publication year
- 1999
- Condition
- As New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1584880465
- ISBN 13
- 9781584880462
- Series
- Book 24 of 34: Monographs and Surveys in Pure and Applied Mathematics
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:
With 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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