Jacobians of certain transformations of singular matrices

José A. Díaz-García, and Ramón Gutiérrez-Jáimez. "Jacobians of certain transformations of singular matrices." Applicationes Mathematicae 36.2 (2009): 241-249. <http://eudml.org/doc/280084>.

@article{JoséA2009,
abstract = {In this study various Jacobians of transformations of singular random matrices are found. An alternative proof of Uhlig's first conjecture (Uhlig (1994)) is proposed. Furthermore, we propose various extensions of this conjecture under different singularities. Finally, an application of the theory of singular distributions is discussed.},
author = {José A. Díaz-García, Ramón Gutiérrez-Jáimez},
journal = {Applicationes Mathematicae},
keywords = {Wishart and pseudo-Wishart distributions; Jacobians; Hausdorff measure; singular matrix},
language = {eng},
number = {2},
pages = {241-249},
title = {Jacobians of certain transformations of singular matrices},
url = {http://eudml.org/doc/280084},
volume = {36},
year = {2009},
}

TY - JOUR
AU - José A. Díaz-García
AU - Ramón Gutiérrez-Jáimez
TI - Jacobians of certain transformations of singular matrices
JO - Applicationes Mathematicae
PY - 2009
VL - 36
IS - 2
SP - 241
EP - 249
AB - In this study various Jacobians of transformations of singular random matrices are found. An alternative proof of Uhlig's first conjecture (Uhlig (1994)) is proposed. Furthermore, we propose various extensions of this conjecture under different singularities. Finally, an application of the theory of singular distributions is discussed.
LA - eng
KW - Wishart and pseudo-Wishart distributions; Jacobians; Hausdorff measure; singular matrix
UR - http://eudml.org/doc/280084
ER -