Chapter 7: Rectangular Matrix-Variate Distributions

Author:

Mathai Arak,Provost Serge,Haubold Hans

Abstract

AbstractThus far, we have primarily been dealing with distributions involving real positive definite or Hermitian positive definite matrices. Rectangular matrices have already been discussed in the matrix-variate Gaussian case. In this chapter, we examine real and complex rectangular matrix-variate gamma and beta distributions. More general structures and rectangular Dirichlet models are also considered.

Publisher

Springer International Publishing

Reference15 articles.

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5. T. Kondo, K. Fukushige, N. Takamune, D. Kitamura, H. Saruwatari, R. Ikeshita and T. Nakatani (2020): Convergence-guaranteed independent positive semidefinite tensor analysis based on Student’s-t distribution, arXiv:2002.08582v1 [cs.SD] 20 Feb 2020.

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