Title of article
Singular random matrix decompositions: Jacobians
Author/Authors
D??az-Garc??a، نويسنده , , José A. and Gonz?lez-Far??as، نويسنده , , Graciela، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2005
Pages
17
From page
296
To page
312
Abstract
For a singular random matrix X, we find the Jacobians associated to the following decompositions: QR, Polar, Singular Value (SVD), L′U, L′DM and modified QR (QDR). Similarly, for the cross-product matrix S=X′X we find the Jacobians of the Spectral, Choleskyʹs, L′DL and symmetric nonnegative definite square root decompositions.
Keywords
QR , L?U , L?DM and polar decompositions , SPECTRAL , L?DL , Symmetric nonnegative definite square root , Singular distribution , Cholesky decompositions , Hausdorff measure , SVD
Journal title
Journal of Multivariate Analysis
Serial Year
2005
Journal title
Journal of Multivariate Analysis
Record number
1558138
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