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Matrix Variate Distributions: 104 (Monographs and Surveys in Pure and Applied Mathematics) - Tapa dura

Libro 24 de 34: Monographs and Surveys in Pure and Applied Mathematics

Gupta, A K; Nagar, D K

 
9781584880462: Matrix Variate Distributions: 104 (Monographs and Surveys in Pure and Applied Mathematics)
Tapa dura
ISBN 10: 1584880465 ISBN 13: 9781584880462
Editorial: Chapman and Hall/CRC, 1999

Sinopsis

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.

    • "Sinopsis" puede pertenecer a otra edición de este libro.

    Acerca del autor

    A K Gupta, D K Nagar

    "Sobre este título" puede pertenecer a otra edición de este libro.

    Editorial
    Chapman and Hall/CRC
    Año de publicación
    1999
    Idioma
    Inglés
    ISBN 10 
    1584880465
    ISBN 13 
    9781584880462
    Encuadernación
    Tapa dura
    Número de edición
    1
    Número de páginas
    384
    Contacto del fabricante
    Taylor and Francis, GPSR Taylor and Francis
    gpsr@taylorandfrancis.com

    Taylor & Francis Verlag GmbH, Kaufingerstraße 24
    München
    80331
    Alemania