Matrix Variate Distributions

by A.K. Gupta, D.K. Nagar

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,

384 pages, Hardcover

First published October 22, 1999

Reviews

[Esther · Rating 5 out of 5]

Thankful to Gupta and Nagar for compiling this. Helpful resource.