Title of article :
Singular matric and matrix variate distributions
Author/Authors :
Dيaz-Garcيa، نويسنده , , José A. and Gutiérrez-Jلimez، نويسنده , , Ramَn، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
Singularities for the matric and matrix variate t distributions are studied and their corresponding densities are derived. An application is then given in the context of sensitivity analysis.
Keywords :
Matrix-variate t distribution , Singular distribution , Matricvariate t distribution , Externally studentised residual
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference