Inverse Wishart distributions based on singular elliptically contoured distributions

DOI10.1016/j.laa.2006.07.027zbMath1102.62052OpenAlexW2009399188MaRDI QIDQ861002

Heung Wong, Wai-Cheung Ip, Jin-Shan Liu

Publication date: 9 January 2007

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

Full work available at URL: https://doi.org/10.1016/j.laa.2006.07.027

zbMATH Keywords

elliptically contoured distributionHausdorff measureBayesian inferencegeneralized Wishart and pseudo-Wishart distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Theory of matrix inversion and generalized inverses (15A09) Random matrices (algebraic aspects) (15B52)

Related Items (6)

Subjective Bayesian Analysis of the Elliptical Model ⋮ The Jacobians of matrix transformation about singular random matrices and its applications ⋮ On singular elliptical models ⋮ On Wishart distribution: some extensions ⋮ Singular extended skew-elliptical distributions ⋮ Predictive inference for singular multivariate elliptically contoured distributions

Cites Work

• Singular random matrix decompositions: distributions
• Multivariate aspects of shape theory
• Bessel functions of matrix argument
• Complex singular Wishart matrices and applications
• The Riemannian structure of Euclidean shape spaces: A novel environment for statistics
• 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
• Size\,-\,and\,-\,shape cone, shape disk and configuration densities for the elliptical models
• Singular random matrix decompositions: Jacobians
• Multivariate calculation. Use of the continuous groups
• Wishart and pseudo-Wishart distributions under elliptical laws and related distributions in the shape theory context
• Distribution of the generalised inverse of a random matrix and its applications
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Normal Multivariate Analysis and the Orthogonal Group
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Inverse Wishart distributions based on singular elliptically contoured distributions