A characterization of matrix variate normal distribution.
Dinh, Khoan T., Nguyen, Truc T. (1994)
International Journal of Mathematics and Mathematical Sciences
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Dinh, Khoan T., Nguyen, Truc T. (1994)
International Journal of Mathematics and Mathematical Sciences
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Kryštof Eben (1994)
Mathematica Bohemica
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In a multivariate normal distribution, let the inverse of the covariance matrix be a band matrix. The distribution of the sufficient statistic for the covariance matrix is derived for this case. It is a generalization of the Wishart distribution. The distribution may be used for unbiased density estimation and construction of classification rules.
Wiktor Oktaba (1995)
Applications of Mathematics
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The following three results for the general multivariate Gauss-Markoff model with a singular covariance matrix are given or indicated. determinant ratios as products of independent chi-square distributions, moments for the determinants and the method of obtaining approximate densities of the determinants.
Wiegmann, N.A. (1959)
Portugaliae mathematica
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Ejnar Lyttkens (1980)
Banach Center Publications
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Heinz Neudecker (2000)
Qüestiió
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This note contains a transparent presentation of the matrix Haffian. A basic theorem links this matrix and the differential ofthe matrix function under investigation, viz ∇F(X) and dF(X). Frequent use is being made of matrix derivatives as developed by Magnus and Neudecker.
J. M. Hammersley (1953)
Compositio Mathematica
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Xiaonan Hu, Charles R. Johnson, Caroline E. Davis, Yimeng Zhang (2016)
Special Matrices
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A new type of matrix, termed permutative, is defined and motivated herein. The focus is upon identifying circumstances under which square permutative matrices are rank deficient. Two distinct ways, along with variants upon them are given. These are a special kind of grouping of rows and a type of partition in which the blocks are again permutative. Other, results are given, along with some questions and conjectures.