A note about measures and Jacobians of singular random matrices

DOI10.1016/j.jmva.2005.09.013zbMath1113.62059OpenAlexW1982234236MaRDI QIDQ2372138

José A. Díaz-García

Publication date: 11 July 2007

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.09.013

zbMATH Keywords

Hausdorff measureLebesgue measureJacobian of transformationsingular random matricesmatrix-variate normal singular distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Random matrices (algebraic aspects) (15B52)

Related Items (9)

A note about measures, Jacobians and Moore-Penrose inverse ⋮ Singular matrix variate Birnbaum-Saunders distribution under elliptical models ⋮ On generalized multivariate analysis of variance ⋮ On the degrees of freedom in MCMC-based Wishart models for time series data ⋮ The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix ⋮ Singular extended skew-elliptical distributions ⋮ Doubly singular matrix variate beta type I and II and singular inverted matricvariate \(t\) distributions ⋮ Singular matric and matrix variate \(t\) distributions ⋮ Predictive inference for singular multivariate elliptically contoured distributions

Cites Work

• Singular random matrix decompositions: distributions
• On singular Wishart and singular multivariate beta distributions
• Wishart and pseudo-Wishart distributions and some applications to shape theory
• Proof of the conjectures of H. Uhlig on the singular multivariate beta and the Jacobian of a certain matrix transformation
• Singular Wishart and multivariate beta distributions
• Singular random matrix decompositions: Jacobians
• The 70th anniversary of the distribution of random matrices: A survey
• Multivariate calculation. Use of the continuous groups
• Distribution of the generalised inverse of a random matrix and its applications
• Normal Multivariate Analysis and the Orthogonal Group
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A note about measures and Jacobians of singular random matrices