Matrix Variate Distributions

A K Gupta author D K Nagar author

Format:Hardback

Publisher:Taylor & Francis Inc

Published:22nd Oct '99

Currently unavailable, and unfortunately no date known when it will be back

Matrix Variate Distributions cover

Useful in physics, economics, psychology, and other fields, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various statistical journals. Matrix Variate Distributions gathers and systematically presents most of the recent developments in continuous matrix variate distribution theory and includes new results.
After a review of the essential background material, the authors investigate the range of matrix variate distributions, including:

  • matrix variate normal distribution
  • Wishart distribution
  • Matrix variate t-distribution
  • Matrix variate beta distribution
  • F-distribution
  • Matrix variate Dirichlet distribution
  • Matrix quadratic forms
    With its inclusion of new results, Matrix Variate Distributions promises to stimulate further research and help advance the field of multivariate statistical analysis.<

    • "This book is about probability distributions for random matrices." Biometrics, Vol. 56, No. 3, September 2000 "I am sure that the book will be welcomed by specialists, because of its systematic and thorough coverage of the different distributions." Biometrics, Vol. 56, No. 3, September 2000 Promo Copy

    ISBN: 9781584880462

    Dimensions: unknown

    Weight: 740g

    384 pages