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Matrix Variate Distributions.
・ISBN 978-1-58488-046-2 1999 hard GB£ 210.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-203-74928-9
| 著者・編者 | Gupta, A K / Nagar, D K, |
|---|---|
| シリーズ | Monographs and Surveys in Pure and Applied Mathematics |
| 出版社 | (Chapman & Hall/CRC, US) |
| ページ数 | 384 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-3737＞ |
解説
Useful in physics, economics, psychology, and other fields, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various statistical journals. Matrix Variate Distributions gathers and systematically presents most of the recent developments in continuous matrix variate distribution theory and includes new results.
After a review of the essential background material, the authors investigate the range of matrix variate distributions, including:
With its inclusion of new results, Matrix Variate Distributions promises to stimulate further research and help advance the field of multivariate statistical analysis.