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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Displaying similar documents to “On the noncentral distribution of the ratio of the extreme roots of the Wishart matrix.”
A characterization of matrix variate normal distribution.
A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix
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.
Densities of determinant ratios, their moments and some simultaneous confidence intervals in the multivariate Gauss-Markoff model
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.
The *-transpose of a matrix
Wiegmann, N.A. (1959)
Portugaliae mathematica
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The conditional distribution of random errors for given observed values with application to factor analysis
Ejnar Lyttkens (1980)
Banach Center Publications
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A note on the matrix Haffian.
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.
Markovian walks on crystals
J. M. Hammersley (1953)
Compositio Mathematica
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Ranks of permutative matrices
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.