Distribution of sum of squares and products matrices for the generalized multilinear matrix-\(T\) model

DOI10.1006/jmva.2001.2040zbMath1020.62047OpenAlexW1997210379MaRDI QIDQ1867138

Shahjahan Khan

Publication date: 2 April 2003

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

Full work available at URL: https://doi.org/10.1006/jmva.2001.2040

zbMATH Keywords

Wishart distributionprediction distributioninvariant differentialsgeneralized beta and gamma distributionsgeneralized multilinear modelmatrix-T distributionproducts matrixregression matrixsum of squares and

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Generalized linear models (logistic models) (62J12)

Related Items (3)

On the exact and approximate distributions of the product of a Wishart matrix with a normal vector ⋮ The matrix-\(t\) distribution and its applications in predictive inference ⋮ Predictive inference for singular multivariate elliptically contoured distributions

Cites Work

• A class of integral identities with matrix argument
• \(\beta\)-expectation tolerance regions for a generalized multivariate model with normal error variables
• The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
• Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics
• Matricvariate Generalizations of the Multivariate $t$ Distribution and the Inverted Multivariate $t$ Distribution
• The Conditional Wishart: Normal and Nonnormal
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