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Matrix Variate Distributions

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Matrix Variate Distributions - Gupta, A K, and Nagar, D K
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Useful in physics, economics, biometrics, psychology, and other fields of investigation, 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 investigates the range of relevant distributions and systematically presents recent developments in continuous matrix variate distribution theory. It provides an analytical review of the literature, ...

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Matrix Variate Distributions 1999, CRC Press, Oxford

ISBN-13: 9781584880462

UK edition

Hardcover