In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Most of the work, however, is spread out in journals throughout the world and is not easily accessible to the investigators. Fang, Kotz, and Ng presented a systematic study of multivariate elliptical distributions, however, they did not discuss the matrix variate case. Recently Fang and Zhang have summarized the results of generalized multivariate analysis which include vector as well as the matrix variate distributions. On the other hand, Fang and Anderson collected...
In multivariate statistical analysis, elliptical distributions have recently provided an alternative to the normal model. Most of the work, however, i...
Useful in physics, economics, psychology and other fields, random matrices play an important role in the study of multivariate statistical methods. This work gathers and systematically presents developments in continuous matrix variate distribution theory. It features a review of the basic mathematics background needed and includes results. There are problem sets in each chapter.
Useful in physics, economics, psychology and other fields, random matrices play an important role in the study of multivariate statistical methods. Th...
