Contributions to complex matrix variate distributions theory

Contributions to complex matrix variate distributions theory
Author: Daya Krishna Nagar
Publisher: Universidad de Antioquia
Total Pages: 128
Release: 2009
Genre: Distribution (Probability theory)
ISBN: 9587142691

"Random matrices (real or complex) play an important role in the study of multivariate statistical methods. They have been found useful in physics, engineering, economics, psychology and other fields of investigation. Contributions to Complex Matrix Variate Distribution Theory gives a comprehensive coverage of complex random matrices, and defines a number of new complex matrix variate distributions. It also gathers and systematiclly [sic] presents several results on zonal polynomials, invariant polynomials and hypergeometric functions of Hermitian matrices which until now could only be found scattered in various mathematical or statistical journals. This book provides a compact self-contained introduction to the complex matrix variate distribution theory and includes new results that will be a useful source to all those working in the area, stimulate further research, and help advance this field. This book, valuable to researchers, graduate students, and instructors in multivariate statistical analysis, will also interest researchers in a variety of areas including physicists, engineers, psychometricians, and econometricians."--Back cover

Matrix Variate Distributions

Matrix Variate Distributions
Author: A K Gupta
Publisher: CRC Press
Total Pages: 382
Release: 2018-05-02
Genre: Mathematics
ISBN: 1351433008

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.

Recent Developments in Multivariate and Random Matrix Analysis

Recent Developments in Multivariate and Random Matrix Analysis
Author: Thomas Holgersson
Publisher: Springer Nature
Total Pages: 377
Release: 2020-09-17
Genre: Mathematics
ISBN: 3030567737

This volume is a tribute to Professor Dietrich von Rosen on the occasion of his 65th birthday. It contains a collection of twenty original papers. The contents of the papers evolve around multivariate analysis and random matrices with topics such as high-dimensional analysis, goodness-of-fit measures, variable selection and information criteria, inference of covariance structures, the Wishart distribution and growth curve models.

Modern Multivariate Statistical Techniques

Modern Multivariate Statistical Techniques
Author: Alan J. Izenman
Publisher: Springer Science & Business Media
Total Pages: 757
Release: 2009-03-02
Genre: Mathematics
ISBN: 0387781897

This is the first book on multivariate analysis to look at large data sets which describes the state of the art in analyzing such data. Material such as database management systems is included that has never appeared in statistics books before.