Singular random matrix decompositions: distributions

DOI10.1016/j.jmva.2004.08.003zbMath1065.62096OpenAlexW2037967973MaRDI QIDQ557991

José A. Díaz-García, Graciela M. González-Farías

Publication date: 30 June 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.08.003

zbMATH Keywords

\(QR\)\(SVD\)Elliptical distributionGeneralized Wishart and pseudo-Wishart distributionsModified \(QR\) and polar decompositionsNon-central singular distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items

Estimation of a high-dimensional covariance matrix with the Stein loss, A note about measures and Jacobians of singular random matrices, Inverse Wishart distributions based on singular elliptically contoured distributions, Generalised shape theory via pseudo-Wishart distribution, Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions, Singular matrix variate Birnbaum-Saunders distribution under elliptical models, Spherical ensembles, Statistical theory of shape under elliptical models via QR decomposition, Singular matrix variate beta distribution, Doubly noncentral singular matrix variate beta distributions, On Wishart distribution: some extensions, Singular extended skew-elliptical distributions, Singular matric and matrix variate \(t\) distributions, Predictive inference for singular multivariate elliptically contoured distributions

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