Singular random matrix decompositions: distributions-Reference-Cited by-同舟云学术

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Singular random matrix decompositions: distributions

Published:2005-05 Issue:1 Volume:94 Page:109-122
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Díaz-García José A.,González-Farías Graciela

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference34 articles.

1. Probability and Measure;Billingsley,1986

2. Mathematical Methods of Statistics, Nineteenth printing;Cramér,1999

3. Invariant polynomials with matrix arguments and their applications;Chikuse,1980

4. Some distributions related to a noncentral Wishart distribution;Dahel;Commun. Statist. Theory Methods,1994

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1. Singular matrix variate Birnbaum-Saunders distribution under elliptical models;Communications in Statistics - Theory and Methods;2021-06-17

2. Estimation of mean form and mean form difference under elliptical laws;Electronic Journal of Statistics;2017-01-01

3. Estimation of a high-dimensional covariance matrix with the Stein loss;Journal of Multivariate Analysis;2016-06

4. Invariance properties of the likelihood ratio for covariance matrix estimation in some complex elliptically contoured distributions;Journal of Multivariate Analysis;2014-02

5. Statistical theory of shape under elliptical models via QR decomposition;Statistics;2013-06-03

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