Matrix Variate Distributions - Gupta, A K, and Nagar, D K
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Presents most of the developments in continuous matrix variate distribution theory. This work investigates the range of matrix variate distributions, including: matrix variate normal distribution; Wishart distribution; Matrix variate t-distribution; Matrix variate beta distribution; F-distribution; and, Matrix variate Dirichlet distribution.

Matrix Variate Distributions 1999, CRC Press, Boca Raton, FL

ISBN-13: 9781584880462

UK edition