"Characterization of Matrix Variate Normal Distributions" by A.K. Gupta and T. Varga
 

Document Type

Article

Publication Date

12-1990

Abstract

In this paper, it is shown that two random matrices have a joint matrix variate distribution if conditioning each one on the other the resulting distributions satisfy certain conditions. A general result involving more than two matrices is also proved.

Comments

MSTR 90-10

Download

Plum Print visual indicator of research metrics
PlumX Metrics
  • Usage
    • Downloads: 265
    • Abstract Views: 44
see details

Included in

Probability Commons

Share

COinS