The Jacobians of matrix transformation about singular random matrices and its applications

DOI10.1080/03610926.2020.1723634OpenAlexW3005319600MaRDI QIDQ5079094

Fei Li

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1723634

zbMATH Keywords

spectral decompositiongeneralized inverseJacobianssingular multivariate normal distributionsingular Wishart distributionSVD decomposition

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Singular Wishart and multivariate beta distributions
• Singular random matrix decompositions: Jacobians
• Complex random matrices and Rayleigh channel capacity
• Distribution of the generalised inverse of a random matrix and its applications
• The Density Functions of the Singular Quaternion Normal Matrix and the Singular Quaternion Wishart Matrix
• Eigenvalues and Condition Numbers of Complex Random Matrices
• Zonal Polynomials and Hypergeometric Functions of Quaternion Matrix Argument
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