A note on matrix variate normal distribution

DOI10.1006/jmva.1996.1649zbMath0883.62050OpenAlexW2089736847MaRDI QIDQ1369671

Truc T. Nguyen

Publication date: 20 October 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/fedad5bf86e6463cb0bd4542db25d16dcc8c4933

zbMATH Keywords

linear transformationcharacteristic functioncharacterizationmatrix normconditional distributionidentically distributed row vectorsvec notation

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Basic linear algebra (15A99)

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The inverse problem of multivariate and matrix-variate skew normal distributions ⋮ Matrix variate skew normal distributions ⋮ Restricted estimation in multivariate measurement error regression model ⋮ On matrix-variate regression analysis ⋮ A note on a vector-variate normal distribution and a stationary autoregressive process ⋮ Characterizations of negative multinomial distributions based on conditional distributions

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