• Title of article

    Singular random matrix decompositions: distributions

  • Author/Authors

    Dيaz-Garcيa، نويسنده , , José A. and Gonzلlez-Farيas، نويسنده , , Graciela، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2005
  • Pages
    14
  • From page
    109
  • To page
    122
  • Abstract
    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.
  • Keywords
    Modified QR and polar decompositions , Non-central singular distribution , Elliptical distribution , Generalized Wishart and pseudo-Wishart distributions , SVD , QR
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2005
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1558162