Unitary invariant and residual independent matrix distributions

zbMath1162.62049MaRDI QIDQ1020999

Arjun K. Gupta, Astrid M. Vélez-Carvajal, Daya K. Nagar

Publication date: 4 June 2009

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://www.scielo.br/scielo.php?script=sci_abstract&pid=S1807-03022009000100004&lng=en&nrm=iso&tlng=en

zbMATH Keywords

Gauss hypergeometric functionbeta distributionzonal polynomialcomplex random matrixunitary invariantinverted complex Wishartresidual independent

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Exact distribution theory in statistics (62E15)

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