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
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