Matrix variate distributions
Auteur :
Gupta, A K / Nagar, D K
Éditeur :
Taylor & Francis Inc
ISBN :
9781584880462
Date de publication :
22 oct. 1999
Dimensions :
23,4 x 15,6 cm
Poids :
740 g
Langue :
Anglais
Pays d'origine :
USA
Presents most of the developments in continuous matrix variate distribution theory. This work investigates the range of matrix variate distributions, including: matrix variate normal distribution; Wishart distribution; Matrix variate t-distribution; Matrix variate beta distribution; F-distribution; and, Matrix variate Dirichlet distribution.