Wilks' factorization of the complex matrix variate Dirichlet distributions.

Cui, Xinping, Gupta, Arjun K., and Nagar, Daya K.. "Wilks' factorization of the complex matrix variate Dirichlet distributions.." Revista Matemática Complutense 18.2 (2005): 315-328. <http://eudml.org/doc/38169>.

@article{Cui2005,
abstract = {In this paper, it has been shown that the complex matrix variate Dirichlet type I density factors into the complex matrix variate beta type I densities. Similar result has also been derived for the complex matrix variate Dirichlet type II density. Also, by using certain matrix transformations, the complex matrix variate Dirichlet distributions have been generated from the complex matrix beta distributions. Further, several results on the product of complex Wishart and complex beta matrices with a set of complex Dirichlet type I matrices have been derived.},
author = {Cui, Xinping, Gupta, Arjun K., Nagar, Daya K.},
journal = {Revista Matemática Complutense},
keywords = {Teoría de la distribución; Distribución beta; Distribución de Wishart; Jacobianos; Distribución de Dirichlet; beta distribution; complex random matrix; Dirichlet distribution; Jacobian; complex multivariate gamma function; transformation; Wishart distribution},
language = {eng},
number = {2},
pages = {315-328},
title = {Wilks' factorization of the complex matrix variate Dirichlet distributions.},
url = {http://eudml.org/doc/38169},
volume = {18},
year = {2005},
}

TY - JOUR
AU - Cui, Xinping
AU - Gupta, Arjun K.
AU - Nagar, Daya K.
TI - Wilks' factorization of the complex matrix variate Dirichlet distributions.
JO - Revista Matemática Complutense
PY - 2005
VL - 18
IS - 2
SP - 315
EP - 328
AB - In this paper, it has been shown that the complex matrix variate Dirichlet type I density factors into the complex matrix variate beta type I densities. Similar result has also been derived for the complex matrix variate Dirichlet type II density. Also, by using certain matrix transformations, the complex matrix variate Dirichlet distributions have been generated from the complex matrix beta distributions. Further, several results on the product of complex Wishart and complex beta matrices with a set of complex Dirichlet type I matrices have been derived.
LA - eng
KW - Teoría de la distribución; Distribución beta; Distribución de Wishart; Jacobianos; Distribución de Dirichlet; beta distribution; complex random matrix; Dirichlet distribution; Jacobian; complex multivariate gamma function; transformation; Wishart distribution
UR - http://eudml.org/doc/38169
ER -