کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10524745 957599 2005 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Singular random matrix decompositions: distributions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Singular random matrix decompositions: distributions
چکیده انگلیسی
Assuming that Y has a singular matrix variate elliptically contoured distribution with respect to the Hausdorff measure, the distributions of several matrices associated to QR, modified QR, SV and polar decompositions of matrix Y are determined, for central and non-central, non-singular and singular cases, as well as their relationship to the Wishart and pseudo-Wishart generalized singular and non-singular distributions. Some of these results are also applied to two particular subfamilies of elliptical distributions, the singular matrix variate normal distribution and the singular matrix variate symmetric Pearson type VII distribution.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 94, Issue 1, May 2005, Pages 109-122
نویسندگان
, ,