Properties of the complex bimatrix variate beta distribution

DOI10.1016/j.laa.2010.12.005zbMath1209.62126OpenAlexW1999629656MaRDI QIDQ630553

Juan-Miguel Gracia

Publication date: 17 March 2011

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2010.12.005

zbMATH Keywords

beta functiongamma functionGauss hypergeometric functiontransformationDirichlet distributionbivariatebeta distributioninvariant polynomialzonal polynomialbimatrix variatematrix variate

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Random matrices (algebraic aspects) (15B52)

Related Items (2)

Determinants of block Hankel matrices for random matrix-valued measures ⋮ Equal values of certain partition functions via Diophantine equations

Cites Work

• Product and quotient of correlated beta variables
• Complex bimatrix variate generalised beta distributions
• A bivariate beta distribution.
• Hermite and Laguerre polynomials with complex matrix arguments
• Linear and graphical models for the multivariate complex normal distribution
• The special functions and their approximations. Vol. I, II
• Bimatrix Variate Beta Type IV Distribution: Relation to Wilks's Statistic and Bimatrix Variate Kummer-Beta Type IV Distribution
• Matrix variate generalization of a bivariate beta type 1 distribution
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
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